+4,208.5%
HDB vs TXT
+292.6%
+3,915.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.4% | +1.8% |
| 7D | +13.7% | -3.5% | +17.2% | +15.2% |
| 30D | +15.8% | +15.2% | +0.7% | +9.5% |
| 3M | +9.2% | -4.5% | +13.7% | +10.6% |
| 6M | +3.2% | -6.1% | +9.3% | +4.7% |
| YTD | -29.4% | -2.0% | -27.4% | -29.8% |
| 1Y | -27.9% | +4.2% | -32.1% | -30.1% |
| 3Y | -5.9% | +14.4% | -20.3% | -14.2% |
| 5Y | -23.5% | +12.3% | -35.8% | -31.4% |
| 10Y | +61.3% | +101.8% | -40.5% | +3.9% |
| All | +4,208.5% | +292.6% | +3,915.9% | +1,969.7% |
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