+577.9%
HWM vs TXT
+8.5%
+569.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | +7.3% | +0.1% | +7.2% | +7.2% |
| 30D | +1.6% | +13.3% | -11.8% | -6.0% |
| 3M | -21.9% | -5.0% | -16.9% | -19.5% |
| 6M | -19.0% | -8.4% | -10.6% | -15.2% |
| YTD | +7.9% | -4.0% | +11.9% | +9.3% |
| 1Y | +9.9% | +2.8% | +7.1% | +6.7% |
| 3Y | +342.1% | +10.3% | +331.9% | +293.5% |
| All | +577.9% | +8.5% | +569.3% | +501.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling