+4,236.8%
HDB vs TXT
+299.1%
+3,937.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | 0.0% |
| 7D | +12.7% | -1.1% | +13.8% | +13.1% |
| 30D | +16.6% | +17.1% | -0.5% | +9.5% |
| 3M | +10.8% | -2.6% | +13.4% | +11.4% |
| 6M | +3.8% | -4.6% | +8.4% | +4.7% |
| YTD | -28.9% | -0.3% | -28.6% | -29.8% |
| 1Y | -28.0% | +5.9% | -33.9% | -30.5% |
| 3Y | -7.2% | +14.4% | -21.5% | -15.3% |
| 5Y | -22.2% | +15.9% | -38.1% | -31.1% |
| 10Y | +63.6% | +99.6% | -36.0% | +5.8% |
| All | +4,236.8% | +299.1% | +3,937.8% | +1,970.6% |
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