+60.9%
HAS vs TXT
+5.9%
+55.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.5% |
| 7D | +3.3% | -1.1% | +4.3% | +3.4% |
| 30D | +30.5% | +17.1% | +13.5% | +27.4% |
| 3M | +29.9% | -2.6% | +32.5% | +29.7% |
| 6M | +26.5% | -4.6% | +31.1% | +25.9% |
| YTD | +51.9% | -0.3% | +52.3% | +45.3% |
| 1Y | +60.9% | +5.9% | +55.0% | +44.8% |
| All | +60.9% | +5.9% | +55.0% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling