+343.8%
HPE vs TXT
+12.6%
+331.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.6% | +7.2% | +7.4% |
| 7D | +10.1% | -0.2% | +10.4% | +10.3% |
| 30D | +5.3% | -11.1% | +16.3% | +12.8% |
| 3M | +12.7% | -13.0% | +25.7% | +21.7% |
| 6M | +167.7% | -16.2% | +183.9% | +195.0% |
| YTD | +135.5% | -8.7% | +144.2% | +144.8% |
| 1Y | +143.4% | -3.8% | +147.2% | +144.4% |
| 3Y | +249.2% | +5.5% | +243.7% | +220.3% |
| 5Y | +343.8% | +12.3% | +331.5% | +279.6% |
| All | +343.8% | +12.6% | +331.2% | +279.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling