+1,032.7%
HL vs TXG
+24.6%
+1,008.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.3% |
| 7D | +0.4% | +9.1% | -8.8% | -1.6% |
| 30D | +18.8% | +14.9% | +3.9% | +15.3% |
| 3M | +43.7% | +120.0% | -76.3% | +20.3% |
| 6M | -1.0% | +221.8% | -222.9% | -24.4% |
| YTD | +8.7% | +312.6% | -303.9% | -21.0% |
| 1Y | +105.0% | +398.4% | -293.4% | +41.5% |
| 3Y | +427.3% | +42.1% | +385.2% | +344.4% |
| 5Y | +249.3% | -63.5% | +312.7% | +245.3% |
| All | +1,032.7% | +24.6% | +1,008.1% | +674.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling