-95.0%
HTZ vs TXG
-66.4%
-28.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +2.1% | -10.5% | -8.9% |
| 7D | -14.6% | -15.4% | +0.9% | -10.6% |
| 30D | -20.8% | -22.1% | +1.3% | -16.1% |
| 3M | -18.8% | +30.0% | -48.8% | -27.4% |
| 6M | -74.7% | +160.7% | -235.4% | -82.2% |
| YTD | -68.1% | +263.5% | -331.6% | -79.8% |
| 1Y | -73.5% | +356.0% | -429.5% | -84.5% |
| 3Y | -81.8% | +53.4% | -135.2% | -86.3% |
| All | -95.0% | -66.4% | -28.6% | -94.7% |
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 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