+654.4%
HBM vs TXT
+1,116.4%
-462.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +5.4% |
| 7D | +7.4% | -0.2% | +7.6% | +7.5% |
| 30D | +5.1% | -11.1% | +16.1% | +11.7% |
| 3M | +11.1% | -13.0% | +24.1% | +19.3% |
| 6M | +30.2% | -16.2% | +46.4% | +42.8% |
| YTD | +46.2% | -8.7% | +54.9% | +51.9% |
| 1Y | +120.0% | -3.8% | +123.8% | +122.2% |
| 3Y | +527.4% | +5.5% | +521.9% | +498.3% |
| 5Y | +400.4% | +12.3% | +388.1% | +364.7% |
| 10Y | +621.5% | +97.4% | +524.1% | +394.4% |
| All | +654.4% | +1,116.4% | -462.0% | +179.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling