+213.9%
HPQ vs TXT
+104.8%
+109.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.7% |
| 7D | +2.2% | +0.8% | +1.4% | +1.8% |
| 30D | +9.7% | -10.4% | +20.2% | +15.7% |
| 3M | +32.7% | -14.3% | +47.1% | +41.9% |
| 6M | +77.7% | -15.1% | +92.8% | +89.8% |
| YTD | +51.0% | -8.3% | +59.3% | +54.2% |
| 1Y | +18.4% | -0.7% | +19.1% | +15.9% |
| 3Y | +25.6% | +6.0% | +19.6% | +16.6% |
| 5Y | +38.6% | +12.5% | +26.1% | +23.4% |
| All | +213.9% | +104.8% | +109.0% | +109.3% |
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