+245.3%
HD vs TXT
+98.8%
+146.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -1.2% | -0.8% | -0.3% | -0.9% |
| 30D | +20.9% | +13.4% | +7.5% | +15.2% |
| 3M | -0.2% | -2.5% | +2.4% | +0.5% |
| 6M | +14.5% | -6.2% | +20.7% | +16.4% |
| YTD | +4.3% | -1.3% | +5.7% | +3.8% |
| 1Y | -3.5% | +4.3% | -7.8% | -5.9% |
| 3Y | +30.1% | +13.2% | +16.9% | +21.0% |
| 5Y | +8.5% | +12.4% | -3.9% | -0.5% |
| 10Y | +245.3% | +94.8% | +150.5% | +147.2% |
| All | +245.3% | +98.8% | +146.5% | +147.2% |
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