+419.5%
HL vs TXT
+5.5%
+414.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.6% |
| 7D | +0.4% | +0.8% | -0.4% | -0.1% |
| 30D | +18.8% | -10.4% | +29.3% | +27.1% |
| 3M | +43.7% | -14.3% | +58.1% | +58.2% |
| 6M | -1.0% | -15.1% | +14.1% | +9.4% |
| YTD | +8.7% | -8.3% | +17.0% | +14.4% |
| 1Y | +105.0% | -0.7% | +105.7% | +106.0% |
| All | +419.5% | +5.5% | +414.0% | +385.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling