+346.7%
HWM vs TXT
+11.3%
+335.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.6% |
| 7D | +11.1% | -1.1% | +12.2% | +11.7% |
| 30D | +3.0% | +13.3% | -10.3% | -3.7% |
| 3M | -20.7% | -5.1% | -15.6% | -18.5% |
| 6M | -17.2% | -7.1% | -10.1% | -14.3% |
| YTD | +9.1% | -3.2% | +12.3% | +10.1% |
| 1Y | +9.0% | +2.3% | +6.7% | +7.0% |
| All | +346.7% | +11.3% | +335.5% | +316.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling