+1,018.1%
HWM vs TXG
+22.9%
+995.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.7% | -1.9% |
| 7D | -12.5% | +5.0% | -17.5% | -13.1% |
| 30D | -19.0% | +13.5% | -32.5% | -20.6% |
| 3M | -8.6% | +128.0% | -136.6% | -19.2% |
| 6M | -10.2% | +224.4% | -234.6% | -24.9% |
| YTD | +11.3% | +307.0% | -295.7% | -10.4% |
| 1Y | +24.3% | +427.2% | -403.0% | -4.6% |
| 3Y | +382.3% | +40.2% | +342.1% | +322.3% |
| 5Y | +640.6% | -64.0% | +704.6% | +650.6% |
| All | +1,018.1% | +22.9% | +995.2% | +689.1% |
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 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