+23,841.8%
TXN vs HST
+1,597.5%
+22,244.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.9% |
| 7D | -3.8% | +0.6% | -4.4% | -3.8% |
| 30D | +6.4% | +14.5% | -8.1% | +2.5% |
| 3M | +7.7% | +15.4% | -7.7% | +3.4% |
| 6M | +5.5% | +22.0% | -16.5% | -0.6% |
| YTD | +77.0% | +54.9% | +22.1% | +55.5% |
| 1Y | +91.2% | +54.0% | +37.3% | +68.2% |
| 3Y | +121.5% | +90.4% | +31.1% | +82.9% |
| 5Y | +84.9% | +84.2% | +0.7% | +51.3% |
| 10Y | +469.9% | +144.6% | +325.3% | +305.1% |
| All | +23,841.8% | +1,597.5% | +22,244.3% | +7,283.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling