+71.7%
HST vs TXT
+10.4%
+61.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -1.0% | -4.8% | +3.7% | +1.7% |
| 30D | -12.3% | -10.6% | -1.6% | -6.7% |
| 3M | -6.4% | -13.2% | +6.8% | +0.4% |
| 6M | +15.0% | -20.3% | +35.4% | +29.2% |
| YTD | +30.5% | -9.3% | +39.8% | +34.7% |
| 1Y | +35.7% | -2.7% | +38.4% | +33.7% |
| 3Y | +68.4% | +1.4% | +67.0% | +56.6% |
| All | +71.7% | +10.4% | +61.4% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling