+1,511.7%
HST vs TXT
+2,193.3%
-681.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +1.0% |
| 7D | -2.7% | -2.5% | -0.2% | -1.5% |
| 30D | +10.7% | +14.4% | -3.7% | +3.0% |
| 3M | +6.3% | -4.9% | +11.2% | +8.3% |
| 6M | +19.0% | -10.2% | +29.2% | +23.8% |
| YTD | +47.0% | -4.1% | +51.1% | +47.1% |
| 1Y | +53.4% | +4.0% | +49.5% | +47.4% |
| 3Y | +78.0% | +8.0% | +70.1% | +65.3% |
| 5Y | +71.7% | +8.4% | +63.2% | +57.8% |
| 10Y | +146.2% | +116.6% | +29.6% | +51.8% |
| All | +1,511.7% | +2,193.3% | -681.6% | +190.2% |
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 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