+24.3%
HWM vs TXG
+392.4%
-368.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.7% | -1.9% |
| 7D | -12.5% | +5.0% | -17.5% | -12.8% |
| 30D | -19.0% | +13.5% | -32.5% | -19.8% |
| 3M | -8.6% | +128.0% | -136.6% | -15.4% |
| 6M | -10.2% | +224.4% | -234.6% | -19.7% |
| YTD | +11.3% | +307.0% | -295.7% | -2.8% |
| 1Y | +24.3% | +427.2% | -403.0% | +3.4% |
| All | +24.3% | +392.4% | -368.2% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling