+405.4%
TXG vs HBM
+47.3%
+358.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.2% | +1.6% |
| 7D | -19.3% | -5.8% | -13.4% | -16.5% |
| 30D | -30.9% | -18.5% | -12.4% | -23.6% |
| 3M | +41.1% | -10.3% | +51.3% | +49.9% |
| 6M | +211.9% | +2.1% | +209.8% | +203.6% |
| YTD | +314.0% | +12.0% | +301.9% | +269.6% |
| 1Y | +405.4% | +49.8% | +355.6% | +284.6% |
| All | +405.4% | +47.3% | +358.1% | +284.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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