+1,773.8%
HWM vs TXT
+99.2%
+1,674.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -2.1% | -4.8% | +2.7% | +1.4% |
| 30D | -11.0% | -10.6% | -0.4% | -3.6% |
| 3M | +4.0% | -13.2% | +17.2% | +14.3% |
| 6M | -0.2% | -20.3% | +20.1% | +16.2% |
| YTD | +26.7% | -9.3% | +35.9% | +33.9% |
| 1Y | +44.7% | -2.7% | +47.4% | +44.8% |
| 3Y | +426.1% | +1.4% | +424.7% | +393.7% |
| 5Y | +738.5% | +9.6% | +729.0% | +626.6% |
| All | +1,773.8% | +99.2% | +1,674.6% | +915.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling