+2,903.2%
HPQ vs TXT
+2,070.1%
+833.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | +6.9% | -4.8% | +11.7% | +8.7% |
| 30D | +14.4% | -10.6% | +25.1% | +18.9% |
| 3M | +25.6% | -13.2% | +38.8% | +31.1% |
| 6M | +75.0% | -20.3% | +95.4% | +87.6% |
| YTD | +50.7% | -9.3% | +59.9% | +53.9% |
| 1Y | +18.7% | -2.7% | +21.3% | +18.2% |
| 3Y | +21.5% | +1.4% | +20.1% | +18.4% |
| 5Y | +31.6% | +9.6% | +22.0% | +24.5% |
| 10Y | +216.1% | +94.9% | +121.2% | +136.8% |
| All | +2,903.2% | +2,070.1% | +833.2% | +712.2% |
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