+397.9%
HPE vs TXG
+27.0%
+370.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +3.3% | +9.1% | +11.9% |
| 7D | +19.4% | +9.5% | +9.9% | +17.9% |
| 30D | +5.6% | +18.8% | -13.2% | +2.8% |
| 3M | +33.1% | +136.1% | -103.1% | +16.1% |
| 6M | +192.5% | +235.2% | -42.8% | +140.9% |
| YTD | +160.9% | +320.5% | -159.6% | +106.9% |
| 1Y | +155.0% | +425.2% | -270.2% | +93.8% |
| 3Y | +289.4% | +42.9% | +246.5% | +229.6% |
| 5Y | +395.7% | -62.8% | +458.5% | +351.7% |
| All | +397.9% | +27.0% | +370.9% | +252.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling