-86.4%
HTZ vs TXG
-66.1%
-20.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | +7.5% | +1.8% | +5.7% | +6.9% |
| 30D | +47.4% | +32.0% | +15.4% | +35.4% |
| 3M | -54.9% | +87.0% | -141.9% | -63.4% |
| 6M | -47.0% | +180.1% | -227.1% | -62.2% |
| YTD | -55.3% | +284.1% | -339.4% | -71.0% |
| 1Y | -57.6% | +361.7% | -419.3% | -74.5% |
| 3Y | -86.6% | +15.9% | -102.5% | -88.8% |
| All | -86.4% | -66.1% | -20.3% | -85.4% |
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