+636.8%
HLT vs TXT
+157.7%
+479.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -1.5% | +0.8% | -2.3% | -1.8% |
| 30D | -1.2% | -10.4% | +9.2% | +3.9% |
| 3M | -10.3% | -14.3% | +4.0% | -4.2% |
| 6M | +1.3% | -15.1% | +16.4% | +8.4% |
| YTD | +7.0% | -8.3% | +15.3% | +10.0% |
| 1Y | +11.9% | -0.7% | +12.6% | +10.6% |
| 3Y | +100.7% | +6.0% | +94.7% | +88.2% |
| 5Y | +147.5% | +12.5% | +135.0% | +123.8% |
| 10Y | +586.5% | +103.2% | +483.3% | +347.1% |
| All | +636.8% | +157.7% | +479.1% | +373.6% |
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