+3,991.2%
TJX vs HDB
+3,694.0%
+297.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -1.7% |
| 7D | -3.3% | -2.0% | -1.2% | -2.8% |
| 30D | -19.9% | -4.9% | -15.0% | -18.9% |
| 3M | -19.0% | -2.3% | -16.7% | -18.9% |
| 6M | -18.6% | -23.7% | +5.2% | -13.9% |
| YTD | -15.3% | -38.5% | +23.2% | -6.0% |
| 1Y | -7.3% | -36.5% | +29.1% | +1.9% |
| 3Y | +46.6% | -28.5% | +75.0% | +54.8% |
| 5Y | +98.5% | -37.4% | +135.9% | +113.4% |
| 10Y | +289.1% | +34.0% | +255.0% | +241.9% |
| All | +3,991.2% | +3,694.0% | +297.2% | +1,844.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling