+942.5%
HIG vs TXT
+510.0%
+432.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | -4.9% | -11.1% | +6.2% | +0.9% |
| 3M | +6.8% | -13.0% | +19.8% | +13.7% |
| 6M | -1.7% | -16.2% | +14.5% | +6.2% |
| YTD | -0.2% | -8.7% | +8.5% | +2.5% |
| 1Y | +5.7% | -3.8% | +9.5% | +5.3% |
| 3Y | +100.3% | +5.5% | +94.8% | +84.8% |
| 5Y | +118.5% | +12.3% | +106.2% | +90.7% |
| 10Y | +309.7% | +97.4% | +212.3% | +139.2% |
| All | +942.5% | +510.0% | +432.5% | +140.9% |
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 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