+138.4%
HLT vs TXT
+14.1%
+124.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -1.2% |
| 7D | -1.6% | +2.5% | -4.1% | -2.9% |
| 30D | -5.0% | -8.9% | +3.8% | -0.4% |
| 3M | -10.4% | -13.6% | +3.2% | -3.9% |
| 6M | +3.2% | -13.1% | +16.3% | +10.1% |
| YTD | +6.7% | -7.0% | +13.8% | +8.9% |
| 1Y | +10.3% | -1.4% | +11.7% | +8.6% |
| 3Y | +99.3% | +7.0% | +92.4% | +79.4% |
| All | +138.4% | +14.1% | +124.3% | +100.0% |
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