+101.9%
HAS vs TXT
+115.3%
-13.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.8% |
| 7D | +2.2% | -3.5% | +5.7% | +3.6% |
| 30D | +29.6% | +15.2% | +14.4% | +21.9% |
| 3M | +30.3% | -4.5% | +34.7% | +32.0% |
| 6M | +25.6% | -6.1% | +31.7% | +27.1% |
| YTD | +50.8% | -2.0% | +52.8% | +49.0% |
| 1Y | +63.0% | +4.2% | +58.8% | +56.9% |
| 3Y | +211.6% | +14.4% | +197.2% | +184.4% |
| 5Y | +50.4% | +12.3% | +38.1% | +35.7% |
| 10Y | +101.9% | +101.8% | 0.0% | +35.6% |
| All | +101.9% | +115.3% | -13.5% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling