+244.6%
HUT vs TXT
+45.0%
+199.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.7% |
| 7D | +34.9% | -1.1% | +36.0% | +35.5% |
| 30D | -25.9% | +13.3% | -39.1% | -32.5% |
| 3M | -31.7% | -5.1% | -26.6% | -30.2% |
| 6M | -42.2% | -7.1% | -35.1% | -40.4% |
| YTD | +34.9% | -3.2% | +38.1% | +35.6% |
| 1Y | +48.5% | +2.3% | +46.2% | +44.4% |
| 3Y | +471.2% | +11.1% | +460.1% | +431.4% |
| 5Y | -18.9% | +10.0% | -28.9% | -22.0% |
| All | +244.6% | +45.0% | +199.6% | +116.8% |
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