+372.4%
HPE vs TXG
+24.6%
+347.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +4.7% |
| 7D | +13.6% | +9.1% | +4.5% | +12.2% |
| 30D | +7.7% | +14.9% | -7.2% | +5.3% |
| 3M | +22.4% | +120.0% | -97.6% | +7.9% |
| 6M | +172.6% | +221.8% | -49.2% | +125.8% |
| YTD | +147.5% | +312.6% | -165.1% | +96.8% |
| 1Y | +151.8% | +398.4% | -246.7% | +92.7% |
| 3Y | +267.1% | +42.1% | +225.0% | +210.9% |
| 5Y | +362.8% | -63.5% | +426.2% | +322.6% |
| All | +372.4% | +24.6% | +347.8% | +235.4% |
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