+31,139.8%
HD vs TXT
+2,070.1%
+29,069.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -2.1% | -4.8% | +2.7% | -0.4% |
| 30D | -8.4% | -10.6% | +2.2% | -5.0% |
| 3M | +4.3% | -13.2% | +17.5% | +9.1% |
| 6M | -11.1% | -20.3% | +9.2% | -4.5% |
| YTD | -4.7% | -9.3% | +4.6% | -2.1% |
| 1Y | -19.8% | -2.7% | -17.1% | -19.7% |
| 3Y | +4.1% | +1.4% | +2.7% | +1.5% |
| 5Y | +10.3% | +9.6% | +0.8% | +3.6% |
| 10Y | +203.2% | +94.9% | +108.3% | +118.4% |
| All | +31,139.8% | +2,070.1% | +29,069.7% | +5,414.1% |
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