+66.1%
HST vs TXG
+31.6%
+34.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -0.6% |
| 7D | +2.0% | +9.4% | -7.4% | +0.6% |
| 30D | -5.2% | +26.1% | -31.3% | -8.9% |
| 3M | -6.2% | +124.8% | -131.0% | -18.6% |
| 6M | +20.4% | +215.2% | -194.8% | -2.2% |
| YTD | +30.6% | +302.2% | -271.6% | +1.0% |
| 1Y | +37.4% | +370.9% | -333.6% | +1.5% |
| 3Y | +66.1% | +38.5% | +27.6% | +48.1% |
| All | +66.1% | +31.6% | +34.5% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling