-64.0%
TXG vs HBM
+336.0%
-400.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.5% | +6.2% | +1.8% |
| 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% | +118.2% |
| 6M | +224.4% | +15.8% | +208.7% | +197.7% |
| YTD | +307.0% | +34.4% | +272.6% | +245.7% |
| 1Y | +427.2% | +98.2% | +329.1% | +276.5% |
| 3Y | +40.2% | +476.6% | -436.4% | -40.7% |
| 5Y | -64.0% | +331.1% | -395.1% | -83.2% |
| All | -64.0% | +336.0% | -400.0% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling