+257.9%
HD vs TXT
+115.3%
+142.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.1% |
| 7D | +3.6% | -3.5% | +7.1% | +5.0% |
| 30D | +21.6% | +15.2% | +6.4% | +15.2% |
| 3M | +0.1% | -4.5% | +4.6% | +1.5% |
| 6M | +13.0% | -6.1% | +19.1% | +14.9% |
| YTD | +4.9% | -2.0% | +6.9% | +4.7% |
| 1Y | -2.1% | +4.2% | -6.3% | -4.5% |
| 3Y | +32.6% | +14.4% | +18.2% | +22.9% |
| 5Y | +8.2% | +12.3% | -4.1% | -0.6% |
| 10Y | +257.9% | +101.8% | +156.1% | +149.9% |
| All | +257.9% | +115.3% | +142.6% | +149.9% |
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 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