+370.3%
HPE vs TXT
+89.4%
+280.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.3% |
| 7D | +7.9% | +0.1% | +7.7% | +7.8% |
| 30D | -23.5% | +13.3% | -36.8% | -29.3% |
| 3M | -19.1% | -5.0% | -14.1% | -17.4% |
| 6M | +51.4% | -8.4% | +59.8% | +57.2% |
| YTD | +103.4% | -4.0% | +107.4% | +103.9% |
| 1Y | +114.4% | +2.8% | +111.6% | +106.6% |
| 3Y | +224.7% | +10.3% | +214.4% | +195.1% |
| 5Y | +277.8% | +9.2% | +268.6% | +239.3% |
| All | +370.3% | +89.4% | +280.9% | +198.9% |
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