+419.8%
TXN vs HLT
+590.2%
-170.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +4.0% | -1.6% | +5.6% | +4.8% |
| 30D | -2.9% | -5.0% | +2.2% | -0.6% |
| 3M | -9.1% | -10.4% | +1.3% | -4.6% |
| 6M | +36.6% | +3.2% | +33.4% | +33.7% |
| YTD | +57.5% | +6.7% | +50.7% | +51.5% |
| 1Y | +49.5% | +10.3% | +39.3% | +41.0% |
| 3Y | +76.5% | +99.3% | -22.8% | +26.9% |
| 5Y | +62.4% | +143.7% | -81.3% | +4.4% |
| All | +419.8% | +590.2% | -170.4% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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