+19.7%
HPQ vs TXT
+5.7%
+14.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.7% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | +3.7% | -11.1% | +14.8% | +8.4% |
| 3M | +24.3% | -13.0% | +37.3% | +30.1% |
| 6M | +64.8% | -16.2% | +81.0% | +74.6% |
| YTD | +43.9% | -8.7% | +52.6% | +45.2% |
| 1Y | +11.7% | -3.8% | +15.4% | +9.4% |
| 3Y | +19.7% | +5.5% | +14.2% | +10.7% |
| All | +19.7% | +5.7% | +14.0% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling