+419.8%
TXN vs HST
+110.3%
+309.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.4% | +3.7% |
| 7D | +4.0% | +0.9% | +3.1% | +3.6% |
| 30D | -2.9% | -2.5% | -0.4% | -2.0% |
| 3M | -9.1% | -5.1% | -4.0% | -7.6% |
| 6M | +36.6% | +21.6% | +15.0% | +26.6% |
| YTD | +57.5% | +31.6% | +25.9% | +41.5% |
| 1Y | +49.5% | +36.1% | +13.4% | +32.3% |
| 3Y | +76.5% | +66.5% | +10.1% | +44.8% |
| 5Y | +62.4% | +76.6% | -14.2% | +28.2% |
| All | +419.8% | +110.3% | +309.4% | +285.6% |
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