+1,026.4%
HWM vs TXG
+27.0%
+999.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.3% |
| 7D | -11.4% | +9.5% | -20.9% | -12.6% |
| 30D | -18.5% | +18.8% | -37.2% | -20.6% |
| 3M | -13.2% | +136.1% | -149.3% | -23.6% |
| 6M | -8.7% | +235.2% | -243.9% | -24.0% |
| YTD | +12.2% | +320.5% | -308.4% | -10.1% |
| 1Y | +24.9% | +425.2% | -400.3% | -4.0% |
| 3Y | +383.9% | +42.9% | +341.0% | +322.8% |
| 5Y | +646.1% | -62.8% | +709.0% | +653.0% |
| All | +1,026.4% | +27.0% | +999.4% | +691.6% |
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