+2,838.0%
TJX vs HBM
+649.7%
+2,188.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -4.0% | +5.5% | -9.5% | -4.5% |
| 30D | -20.3% | +3.3% | -23.6% | -20.7% |
| 3M | -23.3% | +12.7% | -35.9% | -24.7% |
| 6M | -19.7% | +28.2% | -47.9% | -22.9% |
| YTD | -17.1% | +45.3% | -62.4% | -21.9% |
| 1Y | -8.8% | +121.7% | -130.5% | -18.3% |
| 3Y | +43.4% | +523.5% | -480.1% | +11.3% |
| 5Y | +95.2% | +393.9% | -298.7% | +50.7% |
| 10Y | +288.1% | +647.9% | -359.8% | +159.6% |
| All | +2,838.0% | +649.7% | +2,188.3% | +1,590.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling