+498.2%
HCA vs TXT
+107.7%
+390.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.4% |
| 7D | +5.4% | +2.5% | +3.0% | +4.3% |
| 30D | +3.0% | -8.9% | +11.8% | +7.0% |
| 3M | +13.0% | -13.6% | +26.6% | +19.4% |
| 6M | -20.3% | -13.1% | -7.2% | -16.1% |
| YTD | -8.2% | -7.0% | -1.2% | -6.7% |
| 1Y | +6.7% | -1.4% | +8.1% | +5.4% |
| 3Y | +60.4% | +7.0% | +53.4% | +48.6% |
| 5Y | +73.4% | +15.4% | +58.0% | +51.9% |
| All | +498.2% | +107.7% | +390.4% | +305.8% |
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