+97.2%
TJX vs HBM
+327.6%
-230.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -4.6% | -3.3% | -1.3% | -4.4% |
| 30D | -17.2% | -4.8% | -12.3% | -17.0% |
| 3M | -24.9% | -0.4% | -24.5% | -25.2% |
| 6M | -19.7% | +17.9% | -37.5% | -21.7% |
| YTD | -17.2% | +33.7% | -50.9% | -20.7% |
| 1Y | -9.4% | +95.6% | -105.0% | -16.9% |
| 3Y | +43.1% | +458.1% | -415.0% | +12.7% |
| All | +97.2% | +327.6% | -230.4% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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