+16.9%
HIMS vs TJX
-19.1%
+36.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.5% |
| 7D | -1.4% | -4.4% | +3.0% | -3.9% |
| 30D | -10.1% | -18.6% | +8.5% | -19.3% |
| 3M | -1.2% | -24.4% | +23.1% | -11.6% |
| 6M | +16.9% | -20.2% | +37.2% | +7.1% |
| All | +16.9% | -19.1% | +36.0% | +7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling