+4,300.8%
HAS vs TXT
+2,193.3%
+2,107.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | -0.2% | -2.5% | +2.4% | +0.5% |
| 30D | +31.0% | +14.4% | +16.6% | +25.8% |
| 3M | +30.7% | -4.9% | +35.6% | +32.1% |
| 6M | +23.9% | -10.2% | +34.1% | +26.7% |
| YTD | +48.3% | -4.1% | +52.4% | +48.3% |
| 1Y | +60.2% | +4.0% | +56.3% | +56.5% |
| 3Y | +189.2% | +8.0% | +181.3% | +178.0% |
| 5Y | +50.4% | +8.4% | +42.0% | +43.0% |
| 10Y | +104.2% | +116.6% | -12.4% | +53.1% |
| All | +4,300.8% | +2,193.3% | +2,107.5% | +1,148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling