+101.9%
HST vs TXG
+14.9%
+87.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -1.3% | -8.1% | +6.8% | -0.3% |
| 30D | +13.4% | -17.5% | +30.8% | +15.6% |
| 3M | +16.7% | +6.1% | +10.6% | +14.1% |
| 6M | +24.0% | +202.7% | -178.7% | +3.5% |
| YTD | +54.0% | +280.4% | -226.5% | +23.0% |
| 1Y | +55.0% | +274.0% | -219.0% | +23.7% |
| 3Y | +89.3% | +74.9% | +14.5% | +57.5% |
| 5Y | +85.4% | -63.0% | +148.5% | +67.7% |
| All | +101.9% | +14.9% | +87.0% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling