+71.8%
HST vs TXG
+22.9%
+48.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +0.6% |
| 7D | +0.7% | +5.0% | -4.3% | 0.0% |
| 30D | -0.7% | +13.5% | -14.2% | -2.6% |
| 3M | -4.0% | +128.0% | -132.0% | -15.3% |
| 6M | +20.7% | +224.4% | -203.7% | +0.5% |
| YTD | +31.0% | +307.0% | -275.9% | +5.1% |
| 1Y | +36.2% | +427.2% | -391.0% | +3.9% |
| 3Y | +66.6% | +40.2% | +26.5% | +43.9% |
| 5Y | +75.8% | -64.0% | +139.8% | +60.2% |
| All | +71.8% | +22.9% | +48.9% | +27.7% |
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 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