+33,321.4%
HD vs TXT
+2,193.3%
+31,128.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.2% |
| 7D | +4.3% | -2.5% | +6.9% | +5.2% |
| 30D | +20.2% | +14.4% | +5.8% | +14.7% |
| 3M | -1.0% | -4.9% | +3.9% | +0.4% |
| 6M | +7.9% | -10.2% | +18.1% | +11.2% |
| YTD | +2.0% | -4.1% | +6.1% | +2.6% |
| 1Y | -4.3% | +4.0% | -8.3% | -6.3% |
| 3Y | +25.9% | +8.0% | +18.0% | +20.1% |
| 5Y | +5.8% | +8.4% | -2.6% | -0.4% |
| 10Y | +262.5% | +116.6% | +145.9% | +151.8% |
| All | +33,321.4% | +2,193.3% | +31,128.1% | +5,677.5% |
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