-80.2%
HTZ vs TXG
+46.5%
-126.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -14.0% | -6.8% | -17.4% |
| 7D | -7.7% | -28.8% | +21.1% | -0.2% |
| 30D | -13.1% | -28.0% | +14.9% | -6.7% |
| 3M | +14.7% | +22.3% | -7.6% | +3.8% |
| 6M | -70.6% | +163.8% | -234.4% | -79.5% |
| YTD | -65.2% | +256.0% | -321.2% | -78.1% |
| 1Y | -73.2% | +330.4% | -403.6% | -84.3% |
| All | -80.2% | +46.5% | -126.7% | -83.5% |
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