+331.1%
HBM vs TXT
+10.7%
+320.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.9% | -6.7% | -6.9% |
| 7D | -3.7% | -0.2% | -3.5% | -3.5% |
| 30D | -3.7% | -10.2% | +6.6% | +4.0% |
| 3M | +8.0% | -13.3% | +21.3% | +19.1% |
| 6M | +15.8% | -14.4% | +30.1% | +29.0% |
| YTD | +34.4% | -9.1% | +43.5% | +40.9% |
| 1Y | +98.2% | -2.2% | +100.3% | +95.8% |
| 3Y | +476.6% | +5.1% | +471.5% | +413.0% |
| 5Y | +331.1% | +12.8% | +318.3% | +246.9% |
| All | +331.1% | +10.7% | +320.4% | +246.9% |
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 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