+283.6%
TJX vs HON
+136.9%
+146.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -4.6% | -3.5% | -1.1% | -2.7% |
| 30D | -17.2% | -13.8% | -3.4% | -10.0% |
| 3M | -24.9% | -11.7% | -13.2% | -20.2% |
| 6M | -19.7% | -18.7% | -0.9% | -11.1% |
| YTD | -17.2% | +0.2% | -17.4% | -19.8% |
| 1Y | -9.4% | -3.1% | -6.4% | -11.0% |
| 3Y | +43.1% | +17.0% | +26.1% | +20.1% |
| 5Y | +96.7% | +2.0% | +94.7% | +78.8% |
| All | +283.6% | +136.9% | +146.7% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 10y: compounded portfolio wealth divided by compounded HON 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…
10y analysis · Full analysis span regression · 6 months rolling