+119.2%
HIG vs TXT
+10.7%
+108.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.5% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -1.2% | -10.2% | +9.0% | +2.9% |
| 3M | +6.3% | -13.3% | +19.6% | +11.6% |
| 6M | +0.6% | -14.4% | +14.9% | +5.8% |
| YTD | +0.6% | -9.1% | +9.7% | +2.7% |
| 1Y | +6.1% | -2.2% | +8.3% | +4.6% |
| 3Y | +102.0% | +5.1% | +96.9% | +86.4% |
| 5Y | +119.2% | +12.8% | +106.4% | +89.9% |
| All | +119.2% | +10.7% | +108.5% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling