-93.4%
HTZ vs TXG
-62.3%
-31.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.4% | +5.8% | +8.3% |
| 7D | +18.9% | -19.3% | +38.2% | +24.7% |
| 30D | +26.3% | -30.9% | +57.2% | +35.5% |
| 3M | +49.7% | +41.1% | +8.6% | +30.2% |
| 6M | -61.1% | +211.9% | -273.0% | -74.0% |
| YTD | -56.0% | +314.0% | -370.0% | -73.3% |
| 1Y | -66.4% | +405.4% | -471.8% | -80.9% |
| 3Y | -75.8% | +70.0% | -145.8% | -82.3% |
| All | -93.4% | -62.3% | -31.1% | -93.1% |
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