-75.3%
HTZ vs TXG
+254.8%
-330.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.4% |
| 7D | -8.5% | -1.8% | -6.7% | -8.3% |
| 30D | -18.9% | -20.4% | +1.5% | -16.6% |
| 3M | -36.0% | +0.1% | -36.1% | -39.1% |
| 6M | -74.6% | +176.2% | -250.8% | -82.5% |
| YTD | -70.8% | +256.8% | -327.6% | -81.9% |
| 1Y | -75.3% | +255.9% | -331.2% | -84.7% |
| All | -75.3% | +254.8% | -330.1% | -84.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling