+1,579.2%
HWM vs TXT
+115.3%
+1,463.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.8% | +3.5% |
| 7D | +1.6% | -3.5% | +5.1% | +4.2% |
| 30D | -3.9% | +15.2% | -19.1% | -13.3% |
| 3M | -23.2% | -4.5% | -18.8% | -20.9% |
| 6M | -20.0% | -6.1% | -13.9% | -17.2% |
| YTD | +5.7% | -2.0% | +7.7% | +5.4% |
| 1Y | +4.9% | +4.2% | +0.6% | 0.0% |
| 3Y | +347.0% | +14.4% | +332.6% | +283.8% |
| 5Y | +563.0% | +12.3% | +550.7% | +463.6% |
| 10Y | +1,579.2% | +101.8% | +1,477.3% | +758.0% |
| All | +1,579.2% | +115.3% | +1,463.8% | +758.0% |
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 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