+50.0%
HUM vs TXT
+9.2%
+40.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.2% |
| 7D | +1.6% | +10.6% | -9.1% | -1.1% |
| 30D | +3.5% | +14.4% | -10.9% | -0.2% |
| 3M | +15.5% | -2.7% | +18.3% | +16.2% |
| 6M | +76.2% | -4.7% | +80.9% | +76.6% |
| YTD | +64.5% | -0.5% | +65.1% | +53.6% |
| 1Y | +50.0% | +8.7% | +41.3% | +24.0% |
| All | +50.0% | +9.2% | +40.8% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling