+38.3%
TXG vs HBM
+460.9%
-422.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.5% | +6.2% | +1.9% |
| 7D | +5.0% | -3.7% | +8.7% | +6.6% |
| 30D | +13.5% | -3.7% | +17.2% | +15.2% |
| 3M | +128.0% | +8.0% | +120.0% | +117.7% |
| 6M | +224.4% | +15.8% | +208.7% | +196.9% |
| YTD | +307.0% | +34.4% | +272.6% | +243.6% |
| 1Y | +427.2% | +98.2% | +329.1% | +272.6% |
| All | +38.3% | +460.9% | -422.6% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling