+108.3%
TJX vs ALHC
-66.2%
+174.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.1% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | -5.6% | -10.6% | +5.0% | -5.0% |
| 3M | -12.3% | -45.3% | +33.0% | -9.4% |
| 6M | -7.7% | -59.7% | +52.0% | -3.6% |
| YTD | -11.4% | -62.7% | +51.3% | -7.4% |
| 1Y | -7.0% | -56.1% | +49.1% | -3.9% |
| 3Y | +53.3% | +21.3% | +32.0% | +43.4% |
| All | +108.3% | -66.2% | +174.6% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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