+33.7%
HDB vs TXT
+100.3%
-66.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -4.9% | +0.8% | -5.7% | -5.1% |
| 30D | -5.8% | -10.4% | +4.6% | -2.6% |
| 3M | -5.2% | -14.3% | +9.2% | -0.9% |
| 6M | -25.7% | -15.1% | -10.6% | -22.2% |
| YTD | -39.6% | -8.3% | -31.3% | -38.4% |
| 1Y | -36.9% | -0.7% | -36.2% | -37.5% |
| 3Y | -29.7% | +6.0% | -35.7% | -33.4% |
| 5Y | -37.8% | +12.5% | -50.3% | -43.4% |
| 10Y | +33.7% | +103.2% | -69.5% | -12.5% |
| All | +33.7% | +100.3% | -66.6% | -12.5% |
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 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