+588.2%
HBM vs TXT
+107.7%
+480.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -2.1% |
| 7D | -3.3% | +2.5% | -5.8% | -4.9% |
| 30D | -4.8% | -8.9% | +4.0% | +1.2% |
| 3M | -0.4% | -13.6% | +13.1% | +9.4% |
| 6M | +17.9% | -13.1% | +31.0% | +29.3% |
| YTD | +33.7% | -7.0% | +40.7% | +38.1% |
| 1Y | +95.6% | -1.4% | +97.0% | +93.7% |
| 3Y | +458.1% | +7.0% | +451.2% | +410.7% |
| 5Y | +329.0% | +15.4% | +313.6% | +271.0% |
| All | +588.2% | +107.7% | +480.5% | +279.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling