+91.2%
TXN vs HST
+53.2%
+38.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.8% | -2.8% |
| 7D | +9.5% | +3.6% | +5.9% | +7.6% |
| 30D | +8.7% | +11.2% | -2.5% | +5.0% |
| 3M | +11.6% | +13.1% | -1.5% | +7.0% |
| 6M | +0.1% | +23.9% | -23.8% | -8.7% |
| YTD | +78.8% | +52.3% | +26.5% | +48.1% |
| 1Y | +91.2% | +56.7% | +34.5% | +55.8% |
| All | +91.2% | +53.2% | +38.0% | +55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling