+2,627.7%
HPQ vs TXT
+2,196.3%
+431.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.4% | +1.9% |
| 7D | +3.2% | +0.1% | +3.0% | +3.1% |
| 30D | -3.6% | +13.3% | -17.0% | -8.0% |
| 3M | -5.3% | -5.0% | -0.3% | -4.1% |
| 6M | +41.1% | -8.4% | +49.6% | +43.8% |
| YTD | +36.9% | -4.0% | +40.8% | +36.5% |
| 1Y | +23.5% | +2.8% | +20.7% | +20.3% |
| 3Y | +19.6% | +10.3% | +9.3% | +12.8% |
| 5Y | +11.4% | +9.2% | +2.3% | +5.0% |
| 10Y | +160.6% | +89.6% | +71.0% | +95.8% |
| All | +2,627.7% | +2,196.3% | +431.4% | +620.3% |
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 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