+116.4%
HPE vs TJX
+4.8%
+111.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.2% | -10.8% | -3.9% |
| 7D | -17.0% | +4.6% | -21.6% | -15.5% |
| 30D | -26.7% | +7.7% | -34.4% | -25.3% |
| 3M | -4.1% | -7.8% | +3.7% | -4.8% |
| 6M | +75.4% | -5.8% | +81.2% | +75.3% |
| YTD | +111.0% | -4.9% | +115.9% | +111.8% |
| 1Y | +116.4% | +3.2% | +113.3% | +106.5% |
| All | +116.4% | +4.8% | +111.6% | +106.5% |
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 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