+613.3%
HBM vs TXT
+1,109.2%
-495.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.7% |
| 7D | -6.4% | -4.8% | -1.6% | -3.8% |
| 30D | +5.9% | -10.6% | +16.5% | +12.3% |
| 3M | -8.9% | -13.2% | +4.3% | -2.1% |
| 6M | +10.7% | -20.3% | +31.0% | +24.8% |
| YTD | +38.3% | -9.3% | +47.5% | +44.1% |
| 1Y | +121.3% | -2.7% | +124.0% | +122.1% |
| 3Y | +450.6% | +1.4% | +449.2% | +436.3% |
| 5Y | +338.0% | +9.6% | +328.4% | +311.9% |
| 10Y | +578.6% | +94.9% | +483.7% | +367.7% |
| All | +613.3% | +1,109.2% | -495.8% | +165.4% |
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