+73.9%
HST vs TXG
-63.6%
+137.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.5% |
| 7D | -0.3% | +9.1% | -9.5% | -1.7% |
| 30D | -2.8% | +14.9% | -17.7% | -5.1% |
| 3M | -6.5% | +120.0% | -126.5% | -18.6% |
| 6M | +20.7% | +221.8% | -201.1% | -2.2% |
| YTD | +30.5% | +312.6% | -282.1% | +0.7% |
| 1Y | +36.8% | +398.4% | -361.7% | +0.7% |
| 3Y | +65.9% | +42.1% | +23.8% | +41.0% |
| 5Y | +73.9% | -63.5% | +137.4% | +50.4% |
| All | +73.9% | -63.6% | +137.5% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling