+130.6%
HPE vs TXT
-1.4%
+132.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.4% | -5.8% |
| 7D | +1.4% | -0.2% | +1.6% | +1.6% |
| 30D | +1.5% | -10.2% | +11.8% | +6.8% |
| 3M | +21.7% | -13.3% | +35.0% | +30.0% |
| 6M | +164.2% | -14.4% | +178.5% | +181.8% |
| YTD | +132.1% | -9.1% | +141.2% | +138.5% |
| 1Y | +130.6% | -2.2% | +132.8% | +129.0% |
| All | +130.6% | -1.4% | +132.1% | +129.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling