-93.4%
HTZ vs TXT
+24.2%
-117.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.6% | -19.2% | -19.5% |
| 7D | -7.7% | -2.5% | -5.2% | -5.7% |
| 30D | -13.1% | +12.8% | -25.9% | -21.7% |
| 3M | +14.7% | -3.6% | +18.4% | +17.1% |
| 6M | -70.6% | -6.9% | -63.7% | -69.2% |
| YTD | -65.2% | -2.2% | -63.0% | -65.0% |
| 1Y | -73.2% | +6.3% | -79.5% | -74.8% |
| 3Y | -80.8% | +10.3% | -91.1% | -82.3% |
| 5Y | -94.8% | +10.6% | -105.4% | -95.2% |
| All | -93.4% | +24.2% | -117.6% | -94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling