+87.5%
HST vs TXG
+65.2%
+22.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +14.1% |
| 3M | +13.1% | +0.1% | +13.0% | +11.1% |
| 6M | +23.9% | +176.2% | -152.3% | +2.2% |
| YTD | +52.3% | +256.8% | -204.5% | +18.7% |
| 1Y | +56.7% | +255.9% | -199.2% | +21.6% |
| 3Y | +87.5% | +60.2% | +27.3% | +55.2% |
| All | +87.5% | +65.2% | +22.3% | +55.2% |
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 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