+2,590.5%
HPQ vs TXT
+2,259.2%
+331.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | -3.2% | -0.8% | -2.4% | -3.0% |
| 30D | -3.0% | +13.4% | -16.5% | -7.5% |
| 3M | +0.6% | -2.5% | +3.1% | +1.0% |
| 6M | +36.6% | -6.2% | +42.8% | +38.1% |
| YTD | +35.0% | -1.3% | +36.3% | +33.4% |
| 1Y | +23.1% | +4.3% | +18.7% | +19.2% |
| 3Y | +18.6% | +13.2% | +5.4% | +11.0% |
| 5Y | +10.3% | +12.4% | -2.0% | +3.0% |
| 10Y | +157.1% | +94.8% | +62.3% | +91.3% |
| All | +2,590.5% | +2,259.2% | +331.3% | +604.0% |
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