+301.7%
HIG vs TXT
+107.7%
+194.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -1.4% |
| 7D | -1.5% | +2.5% | -3.9% | -2.6% |
| 30D | -0.4% | -8.9% | +8.5% | +3.8% |
| 3M | +6.7% | -13.6% | +20.2% | +13.1% |
| 6M | +2.0% | -13.1% | +15.1% | +7.4% |
| YTD | +0.3% | -7.0% | +7.3% | +1.8% |
| 1Y | +4.2% | -1.4% | +5.6% | +2.6% |
| 3Y | +102.2% | +7.0% | +95.3% | +86.5% |
| 5Y | +118.5% | +15.4% | +103.1% | +90.1% |
| All | +301.7% | +107.7% | +194.0% | +139.0% |
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