+180.0%
HIMS vs TJX
+143.3%
+36.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.7% |
| 7D | -1.4% | -4.4% | +3.0% | -0.2% |
| 30D | -10.1% | -18.6% | +8.5% | -5.3% |
| 3M | -1.2% | -24.4% | +23.1% | +5.8% |
| 6M | +16.9% | -20.2% | +37.2% | +23.0% |
| YTD | -15.5% | -16.9% | +1.4% | -12.6% |
| 1Y | -42.6% | -8.5% | -34.1% | -42.6% |
| 3Y | +320.2% | +43.7% | +276.5% | +269.6% |
| 5Y | +215.0% | +97.3% | +117.7% | +153.4% |
| All | +180.0% | +143.3% | +36.7% | +121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling