+290.5%
HUT vs TXT
-2.3%
+292.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.6% | +5.8% | +5.9% |
| 7D | +28.3% | -0.2% | +28.5% | +28.5% |
| 30D | +12.3% | -11.1% | +23.4% | +23.4% |
| 3M | -16.8% | -13.0% | -3.8% | -7.5% |
| 6M | +111.4% | -16.2% | +127.6% | +139.5% |
| YTD | +116.6% | -8.7% | +125.3% | +128.8% |
| 1Y | +290.5% | -3.8% | +294.2% | +312.4% |
| All | +290.5% | -2.3% | +292.8% | +312.4% |
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