+283.6%
TJX vs HAS
+61.8%
+221.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | -4.6% | -1.1% | -3.5% | -4.3% |
| 30D | -17.2% | -2.8% | -14.4% | -16.5% |
| 3M | -24.9% | +10.1% | -35.0% | -27.2% |
| 6M | -19.7% | -1.4% | -18.3% | -20.1% |
| YTD | -17.2% | +14.2% | -31.4% | -21.6% |
| 1Y | -9.4% | +18.2% | -27.6% | -15.3% |
| 3Y | +43.1% | +48.6% | -5.5% | +20.7% |
| 5Y | +96.7% | +14.2% | +82.5% | +79.3% |
| All | +283.6% | +61.8% | +221.9% | +205.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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