+1,330.6%
HST vs TXT
+2,070.1%
-739.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -1.0% | -4.8% | +3.7% | +1.4% |
| 30D | -12.3% | -10.6% | -1.6% | -7.2% |
| 3M | -6.4% | -13.2% | +6.8% | -0.3% |
| 6M | +15.0% | -20.3% | +35.4% | +27.4% |
| YTD | +30.5% | -9.3% | +39.8% | +34.9% |
| 1Y | +35.7% | -2.7% | +38.4% | +35.1% |
| 3Y | +68.4% | +1.4% | +67.0% | +62.1% |
| 5Y | +73.1% | +9.6% | +63.6% | +59.0% |
| 10Y | +92.7% | +94.9% | -2.2% | +25.6% |
| All | +1,330.6% | +2,070.1% | -739.4% | +166.3% |
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 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