+3,769.4%
HDB vs TXT
+263.4%
+3,506.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | +0.4% | -4.8% | +5.2% | +2.3% |
| 30D | -2.8% | -10.6% | +7.8% | +1.3% |
| 3M | -3.5% | -13.2% | +9.6% | +1.2% |
| 6M | -24.7% | -20.3% | -4.4% | -18.5% |
| YTD | -36.6% | -9.3% | -27.3% | -34.9% |
| 1Y | -34.4% | -2.7% | -31.7% | -34.6% |
| 3Y | -24.4% | +1.4% | -25.8% | -27.8% |
| 5Y | -35.4% | +9.6% | -44.9% | -41.4% |
| 10Y | +39.5% | +94.9% | -55.4% | -8.9% |
| All | +3,769.4% | +263.4% | +3,506.1% | +1,820.6% |
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