+97.3%
TJX vs HDB
-38.6%
+135.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | -4.4% | -6.2% | +1.8% | -3.0% |
| 30D | -18.6% | -6.2% | -12.3% | -17.4% |
| 3M | -24.4% | -5.9% | -18.5% | -23.7% |
| 6M | -20.2% | -25.9% | +5.7% | -15.1% |
| YTD | -16.9% | -40.2% | +23.3% | -7.2% |
| 1Y | -8.5% | -38.0% | +29.5% | +1.2% |
| 3Y | +43.7% | -30.5% | +74.2% | +52.9% |
| 5Y | +97.3% | -38.1% | +135.5% | +108.4% |
| All | +97.3% | -38.6% | +135.9% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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