+1,645.7%
HCA vs TXT
+202.5%
+1,443.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | -2.7% | -11.1% | +8.3% | +1.8% |
| 3M | +11.5% | -13.0% | +24.5% | +17.1% |
| 6M | -24.3% | -16.2% | -8.1% | -19.4% |
| YTD | -13.6% | -8.7% | -4.9% | -11.5% |
| 1Y | -3.2% | -3.8% | +0.6% | -3.3% |
| 3Y | +50.4% | +5.5% | +44.9% | +41.1% |
| 5Y | +64.8% | +12.3% | +52.5% | +48.0% |
| 10Y | +456.5% | +97.4% | +359.2% | +264.6% |
| All | +1,645.7% | +202.5% | +1,443.2% | +697.4% |
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