+49.8%
HBM vs TXT
+9.2%
+40.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +4.1% |
| 7D | -5.8% | +10.6% | -16.5% | -9.8% |
| 30D | -18.5% | +14.4% | -32.9% | -23.2% |
| 3M | -10.3% | -2.7% | -7.5% | -8.4% |
| 6M | +2.1% | -4.7% | +6.8% | +5.3% |
| YTD | +12.0% | -0.5% | +12.6% | +6.2% |
| 1Y | +49.8% | +8.7% | +41.0% | +19.0% |
| All | +49.8% | +9.2% | +40.6% | +19.0% |
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 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