+99.8%
HST vs TXT
+98.4%
+1.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.3% |
| 7D | +2.0% | -0.2% | +2.2% | +2.1% |
| 30D | -5.2% | -11.1% | +5.8% | +1.4% |
| 3M | -6.2% | -13.0% | +6.8% | +0.8% |
| 6M | +20.4% | -16.2% | +36.6% | +31.6% |
| YTD | +30.6% | -8.7% | +39.3% | +35.0% |
| 1Y | +37.4% | -3.8% | +41.1% | +37.1% |
| 3Y | +66.1% | +5.5% | +60.6% | +53.2% |
| 5Y | +73.7% | +12.3% | +61.4% | +51.7% |
| 10Y | +99.8% | +97.4% | +2.4% | +14.3% |
| All | +99.8% | +98.4% | +1.4% | +14.3% |
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