+56.7%
HST vs TXG
+254.8%
-198.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | 0.0% |
| 7D | +3.6% | -1.8% | +5.4% | +3.7% |
| 30D | +11.2% | -20.4% | +31.6% | +12.6% |
| 3M | +13.1% | +0.1% | +13.0% | +12.2% |
| 6M | +23.9% | +176.2% | -152.3% | +11.6% |
| YTD | +52.3% | +256.8% | -204.5% | +35.3% |
| 1Y | +56.7% | +255.9% | -199.2% | +39.2% |
| All | +56.7% | +254.8% | -198.1% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling