+114.4%
HPE vs TXT
+1.6%
+112.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.5% |
| 7D | +7.9% | +0.1% | +7.7% | +7.8% |
| 30D | -23.5% | +13.3% | -36.8% | -27.4% |
| 3M | -19.1% | -5.0% | -14.1% | -16.6% |
| 6M | +51.4% | -8.4% | +59.8% | +58.6% |
| YTD | +103.4% | -4.0% | +107.4% | +106.8% |
| 1Y | +114.4% | +2.8% | +111.6% | +108.1% |
| All | +114.4% | +1.6% | +112.8% | +108.1% |
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 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