+388.5%
HPE vs TXT
+90.9%
+297.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.9% |
| 7D | +13.6% | -1.1% | +14.7% | +14.2% |
| 30D | -27.1% | +13.3% | -40.4% | -32.6% |
| 3M | -14.5% | -5.1% | -9.3% | -12.7% |
| 6M | +66.9% | -7.1% | +74.1% | +72.0% |
| YTD | +111.3% | -3.2% | +114.5% | +110.9% |
| 1Y | +117.5% | +2.3% | +115.2% | +110.1% |
| 3Y | +238.1% | +11.1% | +227.0% | +206.1% |
| 5Y | +292.4% | +10.0% | +282.4% | +250.9% |
| All | +388.5% | +90.9% | +297.6% | +209.1% |
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