+130.0%
HL vs TXT
+89.4%
+40.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.5% |
| 7D | -11.1% | +0.1% | -11.3% | -11.2% |
| 30D | -12.1% | +13.3% | -25.4% | -17.3% |
| 3M | -26.1% | -5.0% | -21.1% | -25.0% |
| 6M | -37.7% | -8.4% | -29.3% | -35.6% |
| YTD | -31.7% | -4.0% | -27.7% | -30.9% |
| 1Y | -11.6% | +2.8% | -14.4% | -13.1% |
| 3Y | +249.6% | +10.3% | +239.4% | +231.3% |
| 5Y | +108.5% | +9.2% | +99.4% | +95.3% |
| All | +130.0% | +89.4% | +40.6% | +73.2% |
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