-5.2%
TJX vs HCA
-0.5%
-4.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -2.2% | -3.1% | +0.8% | -1.9% |
| 30D | -17.1% | -1.1% | -16.0% | -17.0% |
| 3M | -16.5% | +12.2% | -28.6% | -17.4% |
| 6M | -17.8% | -25.3% | +7.5% | -17.0% |
| YTD | -13.2% | -12.9% | -0.3% | -13.1% |
| 1Y | -5.2% | -0.9% | -4.3% | -6.5% |
| All | -5.2% | -0.5% | -4.6% | -6.5% |
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