+228.7%
HL vs TJX
+95.5%
+133.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -4.4% | -4.6% | +0.2% | -3.1% |
| 30D | +9.3% | -17.2% | +26.5% | +15.2% |
| 3M | +32.0% | -24.9% | +56.9% | +43.3% |
| 6M | -6.4% | -19.7% | +13.2% | -1.3% |
| YTD | +3.1% | -17.2% | +20.3% | +7.2% |
| 1Y | +77.6% | -9.4% | +87.0% | +77.1% |
| 3Y | +392.8% | +43.1% | +349.7% | +303.0% |
| All | +228.7% | +95.5% | +133.2% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling