-2.4%
TJX vs HCA
+8.5%
-10.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.6% | -4.2% |
| 7D | -2.0% | +6.1% | -8.1% | -3.0% |
| 30D | +1.1% | +17.4% | -16.3% | -0.9% |
| 3M | -13.1% | +24.1% | -37.2% | -15.3% |
| 6M | -10.0% | +18.8% | -28.8% | -12.6% |
| YTD | -8.9% | +9.3% | -18.2% | -11.4% |
| 1Y | -2.4% | +8.0% | -10.4% | -5.2% |
| All | -2.4% | +8.5% | -10.8% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling