+563.1%
HPE vs TJX
+287.7%
+275.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.3% | +12.8% | +12.6% |
| 7D | +19.4% | -4.6% | +24.0% | +22.1% |
| 30D | +5.6% | -17.2% | +22.8% | +16.5% |
| 3M | +33.1% | -24.9% | +58.0% | +53.6% |
| 6M | +192.5% | -19.7% | +212.1% | +223.5% |
| YTD | +160.9% | -17.2% | +178.1% | +182.5% |
| 1Y | +155.0% | -9.4% | +164.4% | +161.8% |
| 3Y | +289.4% | +43.1% | +246.3% | +204.3% |
| 5Y | +395.7% | +96.7% | +299.0% | +213.4% |
| All | +563.1% | +287.7% | +275.4% | +188.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling