-91.6%
HTZ vs TXT
+26.3%
-117.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.3% | +10.4% | +10.1% |
| 7D | +18.9% | +10.6% | +8.3% | +8.9% |
| 30D | +26.3% | +14.4% | +11.9% | +12.2% |
| 3M | +49.7% | -2.7% | +52.4% | +51.1% |
| 6M | -61.1% | -4.7% | -56.4% | -60.2% |
| YTD | -56.0% | -0.5% | -55.5% | -56.5% |
| 1Y | -66.4% | +8.7% | -75.2% | -69.1% |
| 3Y | -75.8% | +12.1% | -87.9% | -78.0% |
| 5Y | -93.1% | +14.6% | -107.6% | -93.8% |
| All | -91.6% | +26.3% | -117.9% | -93.2% |
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 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