+265.3%
HUT vs TXT
-1.0%
+266.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.5% |
| 7D | +17.8% | -4.8% | +22.6% | +22.4% |
| 30D | +0.8% | -10.6% | +11.5% | +10.2% |
| 3M | -26.8% | -13.2% | -13.6% | -18.5% |
| 6M | +72.6% | -20.3% | +92.9% | +101.0% |
| YTD | +103.6% | -9.3% | +112.9% | +116.3% |
| 1Y | +265.3% | -2.7% | +268.0% | +295.4% |
| All | +265.3% | -1.0% | +266.3% | +295.4% |
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