+419.8%
TXN vs HBM
+619.2%
-199.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +3.9% |
| 7D | +4.0% | -3.3% | +7.3% | +4.5% |
| 30D | -2.9% | -4.8% | +2.0% | -2.2% |
| 3M | -9.1% | -0.4% | -8.7% | -9.5% |
| 6M | +36.6% | +17.9% | +18.8% | +30.7% |
| YTD | +57.5% | +33.7% | +23.8% | +46.1% |
| 1Y | +49.5% | +95.6% | -46.1% | +28.4% |
| 3Y | +76.5% | +458.1% | -381.6% | +20.2% |
| 5Y | +62.4% | +329.0% | -266.6% | +10.7% |
| All | +419.8% | +619.2% | -199.4% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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