+388.9%
TJX vs HLT
+641.8%
-252.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.6% | -1.6% | -3.0% | -3.9% |
| 30D | -17.2% | -5.0% | -12.1% | -15.3% |
| 3M | -24.9% | -10.4% | -14.5% | -21.4% |
| 6M | -19.7% | +3.2% | -22.9% | -21.4% |
| YTD | -17.2% | +6.7% | -23.9% | -20.4% |
| 1Y | -9.4% | +10.3% | -19.7% | -14.5% |
| 3Y | +43.1% | +99.3% | -56.3% | +0.7% |
| 5Y | +96.7% | +143.7% | -47.0% | +22.7% |
| 10Y | +287.7% | +584.7% | -297.0% | +58.7% |
| All | +388.9% | +641.8% | -252.9% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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