-37.7%
HIMS vs TJX
+4.8%
-42.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.4% | +6.6% |
| 7D | -9.1% | +4.6% | -13.7% | -6.9% |
| 30D | -10.1% | +7.7% | -17.8% | -6.0% |
| 3M | -17.1% | -7.8% | -9.3% | -22.1% |
| 6M | -2.2% | -5.8% | +3.5% | -6.0% |
| YTD | -17.9% | -4.9% | -13.0% | -19.7% |
| 1Y | -37.7% | +3.2% | -40.8% | -37.2% |
| All | -37.7% | +4.8% | -42.5% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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