+87.7%
HST vs TXT
+11.3%
+76.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.2% |
| 7D | +3.6% | -1.1% | +4.7% | +4.1% |
| 30D | +9.9% | +13.3% | -3.4% | +3.7% |
| 3M | +12.9% | -5.1% | +18.1% | +15.4% |
| 6M | +22.9% | -7.1% | +30.0% | +25.7% |
| YTD | +52.4% | -3.2% | +55.6% | +51.2% |
| 1Y | +52.5% | +2.3% | +50.2% | +46.6% |
| All | +87.7% | +11.3% | +76.4% | +70.2% |
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 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