+25.0%
HL vs TJX
+4.8%
+20.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +5.2% | +8.0% | +14.6% |
| 7D | +0.2% | +4.6% | -4.4% | +1.3% |
| 30D | -12.1% | +7.7% | -19.8% | -10.0% |
| 3M | -2.8% | -7.8% | +5.0% | -6.7% |
| 6M | -14.9% | -5.8% | -9.1% | -18.3% |
| YTD | -22.0% | -4.9% | -17.2% | -22.2% |
| 1Y | +25.0% | +3.2% | +21.9% | +25.8% |
| All | +25.0% | +4.8% | +20.2% | +25.8% |
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