+45.9%
HLT vs TXG
+406.9%
-361.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | +0.1% | +3.3% |
| 7D | +7.7% | -19.3% | +26.9% | +8.7% |
| 30D | +19.1% | -30.9% | +50.0% | +21.1% |
| 3M | +20.7% | +41.1% | -20.4% | +16.4% |
| 6M | +21.0% | +211.9% | -190.8% | +7.3% |
| YTD | +31.3% | +314.0% | -282.7% | +14.2% |
| 1Y | +45.9% | +405.4% | -359.5% | +23.7% |
| All | +45.9% | +406.9% | -361.0% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling