+20,389.3%
TXN vs HST
+1,330.6%
+19,058.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -0.1% | -1.0% | +1.0% | +0.2% |
| 30D | -6.9% | -12.3% | +5.3% | -3.5% |
| 3M | -14.9% | -6.4% | -8.6% | -13.5% |
| 6M | +29.0% | +15.0% | +14.0% | +23.5% |
| YTD | +51.5% | +30.5% | +21.0% | +39.6% |
| 1Y | +41.6% | +35.7% | +5.9% | +28.7% |
| 3Y | +65.8% | +68.4% | -2.6% | +41.6% |
| 5Y | +56.8% | +73.1% | -16.3% | +30.6% |
| 10Y | +387.5% | +92.7% | +294.7% | +270.2% |
| All | +20,389.3% | +1,330.6% | +19,058.7% | +6,531.7% |
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