+102.2%
HAS vs TXT
+103.6%
-1.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.1% |
| 7D | +3.3% | -1.1% | +4.3% | +3.7% |
| 30D | +30.5% | +17.1% | +13.5% | +22.0% |
| 3M | +29.9% | -2.6% | +32.5% | +30.6% |
| 6M | +26.5% | -4.6% | +31.1% | +27.2% |
| YTD | +51.9% | -0.3% | +52.3% | +49.1% |
| 1Y | +60.9% | +5.9% | +55.0% | +53.8% |
| 3Y | +215.0% | +14.4% | +200.6% | +187.5% |
| 5Y | +51.5% | +15.9% | +35.6% | +35.0% |
| 10Y | +102.2% | +99.6% | +2.7% | +36.0% |
| All | +102.2% | +103.6% | -1.4% | +36.0% |
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