-93.4%
HTZ vs TXG
-70.4%
-23.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -14.0% | -6.8% | -17.2% |
| 7D | -7.7% | -28.8% | +21.1% | +0.5% |
| 30D | -13.1% | -28.0% | +14.9% | -6.2% |
| 3M | +14.7% | +22.3% | -7.6% | +4.3% |
| 6M | -70.6% | +163.8% | -234.4% | -79.3% |
| YTD | -65.2% | +256.0% | -321.2% | -77.7% |
| 1Y | -73.2% | +330.4% | -403.6% | -83.9% |
| 3Y | -80.8% | +46.2% | -127.0% | -85.3% |
| 5Y | -94.8% | -67.4% | -27.4% | -94.7% |
| All | -93.4% | -70.4% | -23.0% | -93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling