+24.4%
TXG vs HBM
+688.4%
-664.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.8% | -1.0% | +2.8% |
| 7D | +9.4% | +7.4% | +2.0% | +6.9% |
| 30D | +26.1% | +5.1% | +21.0% | +24.1% |
| 3M | +124.8% | +11.1% | +113.7% | +115.7% |
| 6M | +215.2% | +30.2% | +185.0% | +185.1% |
| YTD | +302.2% | +46.2% | +256.0% | +247.6% |
| 1Y | +370.9% | +120.0% | +250.9% | +255.2% |
| 3Y | +38.5% | +527.4% | -488.9% | -26.7% |
| 5Y | -64.4% | +400.4% | -464.8% | -80.7% |
| All | +24.4% | +688.4% | -664.1% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling