+481.5%
TXN vs HST
+143.8%
+337.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | -0.5% | -1.3% | +0.7% | +0.1% |
| 30D | +10.5% | +13.4% | -2.9% | +5.7% |
| 3M | +10.7% | +16.7% | -6.0% | +4.7% |
| 6M | +5.1% | +24.0% | -18.9% | -3.1% |
| YTD | +82.5% | +54.0% | +28.5% | +55.0% |
| 1Y | +98.2% | +55.0% | +43.1% | +67.8% |
| 3Y | +128.4% | +89.3% | +39.0% | +78.9% |
| 5Y | +89.0% | +85.4% | +3.6% | +45.9% |
| 10Y | +481.5% | +137.1% | +344.4% | +331.1% |
| All | +481.5% | +143.8% | +337.7% | +331.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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