+666.4%
HPE vs TJX
+306.6%
+359.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.5% | -6.4% |
| 7D | +1.4% | -4.4% | +5.8% | +3.7% |
| 30D | +1.5% | -18.6% | +20.1% | +13.0% |
| 3M | +21.7% | -24.4% | +46.1% | +40.2% |
| 6M | +164.2% | -20.2% | +184.4% | +193.7% |
| YTD | +132.1% | -16.9% | +149.0% | +151.0% |
| 1Y | +130.6% | -8.5% | +139.2% | +135.7% |
| 3Y | +244.1% | +43.7% | +200.4% | +168.1% |
| 5Y | +340.8% | +97.3% | +243.5% | +177.9% |
| 10Y | +500.2% | +289.0% | +211.2% | +149.6% |
| All | +666.4% | +306.6% | +359.8% | +205.8% |
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 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