+283.6%
TJX vs HCA
+511.6%
-228.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.8% |
| 7D | -4.6% | +5.4% | -10.0% | -6.4% |
| 30D | -17.2% | +3.0% | -20.1% | -18.2% |
| 3M | -24.9% | +13.0% | -37.9% | -28.5% |
| 6M | -19.7% | -20.3% | +0.6% | -13.7% |
| YTD | -17.2% | -8.2% | -9.0% | -15.9% |
| 1Y | -9.4% | +6.7% | -16.1% | -13.4% |
| 3Y | +43.1% | +60.4% | -17.3% | +13.5% |
| 5Y | +96.7% | +73.4% | +23.3% | +45.9% |
| All | +283.6% | +511.6% | -228.0% | +84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling