+261.2%
HL vs TXT
+103.1%
+158.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.6% |
| 7D | -5.6% | -0.2% | -5.4% | -5.5% |
| 30D | +12.7% | -10.2% | +23.0% | +18.0% |
| 3M | +42.5% | -13.3% | +55.8% | +51.7% |
| 6M | -9.0% | -14.4% | +5.3% | -2.6% |
| YTD | +4.4% | -9.1% | +13.5% | +8.8% |
| 1Y | +82.7% | -2.2% | +84.8% | +84.7% |
| 3Y | +406.3% | +5.1% | +401.2% | +393.8% |
| 5Y | +238.2% | +12.8% | +225.3% | +216.5% |
| All | +261.2% | +103.1% | +158.2% | +159.8% |
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