+48.6%
HAS vs TXT
+7.8%
+40.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.3% |
| 7D | -0.2% | -2.5% | +2.4% | +0.8% |
| 30D | +31.0% | +14.4% | +16.6% | +23.4% |
| 3M | +30.7% | -4.9% | +35.6% | +32.8% |
| 6M | +23.9% | -10.2% | +34.1% | +27.9% |
| YTD | +48.3% | -4.1% | +52.4% | +47.3% |
| 1Y | +60.2% | +4.0% | +56.3% | +52.9% |
| 3Y | +189.2% | +8.0% | +181.3% | +163.9% |
| All | +48.6% | +7.8% | +40.8% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling