+97.2%
TJX vs HIG
+116.1%
-18.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -4.6% | -1.5% | -3.1% | -4.0% |
| 30D | -17.2% | -0.4% | -16.8% | -17.0% |
| 3M | -24.9% | +6.7% | -31.6% | -27.0% |
| 6M | -19.7% | +2.0% | -21.6% | -20.5% |
| YTD | -17.2% | +0.3% | -17.5% | -17.5% |
| 1Y | -9.4% | +4.2% | -13.6% | -11.4% |
| 3Y | +43.1% | +102.2% | -59.2% | +0.7% |
| All | +97.2% | +116.1% | -18.9% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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