+95.2%
TJX vs HAS
+10.8%
+84.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | -4.0% | -4.8% | +0.9% | -3.0% |
| 30D | -20.3% | -5.1% | -15.2% | -19.5% |
| 3M | -23.3% | +6.4% | -29.6% | -24.3% |
| 6M | -19.7% | -5.6% | -14.1% | -19.3% |
| YTD | -17.1% | +11.0% | -28.1% | -19.8% |
| 1Y | -8.8% | +16.8% | -25.6% | -12.9% |
| 3Y | +43.4% | +44.0% | -0.6% | +29.2% |
| 5Y | +95.2% | +11.0% | +84.2% | +107.1% |
| All | +95.2% | +10.8% | +84.4% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling