+33,109.2%
TJX vs HIG
+987.6%
+32,121.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.8% | -2.3% |
| 7D | -4.0% | -0.5% | -3.5% | -3.9% |
| 30D | -20.3% | -2.8% | -17.5% | -19.9% |
| 3M | -23.3% | +6.3% | -29.6% | -24.2% |
| 6M | -19.7% | -0.1% | -19.6% | -19.7% |
| YTD | -17.1% | +0.4% | -17.6% | -17.3% |
| 1Y | -8.8% | +6.2% | -15.0% | -10.0% |
| 3Y | +43.4% | +101.6% | -58.2% | +24.2% |
| 5Y | +95.2% | +119.8% | -24.6% | +65.9% |
| 10Y | +288.1% | +311.7% | -23.7% | +189.3% |
| All | +33,109.2% | +987.6% | +32,121.6% | +11,616.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling