-4.3%
HD vs TXT
+4.1%
-8.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.1% |
| 7D | +4.3% | -2.5% | +6.9% | +5.3% |
| 30D | +20.2% | +14.4% | +5.8% | +14.1% |
| 3M | -1.0% | -4.9% | +3.9% | +0.7% |
| 6M | +7.9% | -10.2% | +18.1% | +11.6% |
| YTD | +2.0% | -4.1% | +6.1% | +0.6% |
| 1Y | -4.3% | +4.0% | -8.3% | -12.9% |
| All | -4.3% | +4.1% | -8.4% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling