+588.3%
HWM vs TXG
-62.5%
+650.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.7% |
| 7D | -1.8% | -3.7% | +1.9% | -1.4% |
| 30D | -2.7% | -22.0% | +19.3% | -0.4% |
| 3M | -22.7% | +7.4% | -30.1% | -24.5% |
| 6M | -18.9% | +191.2% | -210.1% | -30.9% |
| YTD | +7.1% | +285.7% | -278.6% | -12.9% |
| 1Y | +4.7% | +268.3% | -263.6% | -14.6% |
| 3Y | +345.6% | +77.3% | +268.3% | +275.7% |
| 5Y | +588.3% | -62.3% | +650.6% | +552.1% |
| All | +588.3% | -62.5% | +650.7% | +552.1% |
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 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