+82.3%
HST vs TXT
+8.5%
+73.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | +3.6% | +0.1% | +3.4% | +3.5% |
| 30D | +11.2% | +13.3% | -2.1% | +3.3% |
| 3M | +13.1% | -5.0% | +18.1% | +15.7% |
| 6M | +23.9% | -8.4% | +32.3% | +28.2% |
| YTD | +52.3% | -4.0% | +56.3% | +51.6% |
| 1Y | +56.7% | +2.8% | +53.9% | +49.4% |
| 3Y | +87.5% | +10.3% | +77.2% | +65.0% |
| All | +82.3% | +8.5% | +73.7% | +59.0% |
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