-41.9%
HUT vs TXT
-6.1%
-35.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.0% | +16.6% | +14.4% |
| 7D | -11.4% | -2.5% | -8.8% | -11.3% |
| 30D | -41.0% | +14.4% | -55.4% | -42.2% |
| 3M | -41.9% | -4.9% | -37.0% | -43.1% |
| All | -41.9% | -6.1% | -35.9% | -43.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling