+655.5%
HWM vs TXG
-65.4%
+721.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +4.7% | -15.4% | -11.2% |
| 7D | -9.2% | +9.4% | -18.5% | -10.2% |
| 30D | -17.9% | +26.1% | -43.9% | -20.4% |
| 3M | -6.0% | +124.8% | -130.9% | -15.9% |
| 6M | -7.4% | +215.2% | -222.6% | -21.0% |
| YTD | +13.1% | +302.2% | -289.1% | -7.0% |
| 1Y | +29.3% | +370.9% | -341.6% | +3.0% |
| 3Y | +389.9% | +38.5% | +351.4% | +333.1% |
| 5Y | +655.5% | -64.4% | +719.9% | +576.8% |
| All | +655.5% | -65.4% | +721.0% | +576.8% |
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 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