+984.1%
HWM vs TXG
+7.8%
+976.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | +7.3% | -1.8% | +9.1% | +7.5% |
| 30D | +1.6% | -20.4% | +22.0% | +4.0% |
| 3M | -21.9% | +0.1% | -21.9% | -23.1% |
| 6M | -19.0% | +176.2% | -195.2% | -31.4% |
| YTD | +7.9% | +256.8% | -248.8% | -12.7% |
| 1Y | +9.9% | +255.9% | -246.0% | -11.4% |
| 3Y | +342.1% | +60.2% | +281.9% | +274.3% |
| 5Y | +600.8% | -65.1% | +665.9% | +604.5% |
| All | +984.1% | +7.8% | +976.3% | +668.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling