+621.7%
HPE vs TXT
+106.8%
+514.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | -0.6% | -4.8% | +4.2% | +2.1% |
| 30D | -2.3% | -10.6% | +8.3% | +4.0% |
| 3M | -2.9% | -13.2% | +10.3% | +4.6% |
| 6M | +143.6% | -20.3% | +163.9% | +174.8% |
| YTD | +118.5% | -9.3% | +127.8% | +127.9% |
| 1Y | +129.2% | -2.7% | +131.9% | +129.4% |
| 3Y | +212.5% | +1.4% | +211.1% | +200.4% |
| 5Y | +286.9% | +9.6% | +277.4% | +250.3% |
| 10Y | +432.3% | +94.9% | +337.4% | +215.9% |
| All | +621.7% | +106.8% | +514.9% | +325.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling