+138.4%
HLT vs TXG
-62.8%
+201.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.4% |
| 7D | -1.6% | +9.5% | -11.1% | -2.8% |
| 30D | -5.0% | +18.8% | -23.8% | -7.2% |
| 3M | -10.4% | +136.1% | -146.5% | -20.8% |
| 6M | +3.2% | +235.2% | -232.0% | -13.6% |
| YTD | +6.7% | +320.5% | -313.8% | -13.8% |
| 1Y | +10.3% | +425.2% | -414.9% | -14.8% |
| 3Y | +99.3% | +42.9% | +56.4% | +77.0% |
| All | +138.4% | -62.8% | +201.2% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling