+24,087.1%
TXN vs HST
+1,569.3%
+22,517.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.8% | -2.8% |
| 7D | +9.5% | +3.6% | +5.9% | +8.4% |
| 30D | +8.7% | +11.2% | -2.5% | +5.5% |
| 3M | +11.6% | +13.1% | -1.5% | +7.8% |
| 6M | +0.1% | +23.9% | -23.8% | -6.1% |
| YTD | +78.8% | +52.3% | +26.5% | +57.8% |
| 1Y | +91.2% | +56.7% | +34.5% | +67.3% |
| 3Y | +125.8% | +87.5% | +38.3% | +87.3% |
| 5Y | +83.8% | +82.8% | +1.0% | +50.7% |
| 10Y | +469.9% | +134.6% | +335.3% | +309.9% |
| All | +24,087.1% | +1,569.3% | +22,517.8% | +7,394.7% |
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