+99.7%
HST vs TXG
+7.8%
+91.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.1% |
| 7D | +3.6% | -1.8% | +5.4% | +3.8% |
| 30D | +11.2% | -20.4% | +31.6% | +14.0% |
| 3M | +13.1% | +0.1% | +13.0% | +11.4% |
| 6M | +23.9% | +176.2% | -152.3% | +4.7% |
| YTD | +52.3% | +256.8% | -204.5% | +22.7% |
| 1Y | +56.7% | +255.9% | -199.2% | +25.8% |
| 3Y | +87.5% | +60.2% | +27.3% | +57.8% |
| 5Y | +82.8% | -65.1% | +147.9% | +66.6% |
| All | +99.7% | +7.8% | +91.9% | +49.2% |
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 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