+321.3%
HIMS vs TJX
+42.7%
+278.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -0.7% | -4.6% | +3.9% | +0.4% |
| 30D | -8.2% | -17.2% | +9.0% | -3.9% |
| 3M | -4.7% | -24.9% | +20.2% | +3.2% |
| 6M | +6.3% | -19.7% | +26.0% | +11.2% |
| YTD | -15.3% | -17.2% | +1.9% | -13.7% |
| 1Y | -46.9% | -9.4% | -37.4% | -49.9% |
| 3Y | +321.3% | +43.1% | +278.2% | +203.5% |
| All | +321.3% | +42.7% | +278.6% | +203.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling