+283.6%
TJX vs HPQ
+259.7%
+23.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.4% | -8.7% | -2.6% |
| 7D | -4.6% | +9.8% | -14.3% | -7.2% |
| 30D | -17.2% | +22.4% | -39.5% | -22.1% |
| 3M | -24.9% | +45.2% | -70.1% | -33.0% |
| 6M | -19.7% | +96.4% | -116.1% | -35.7% |
| YTD | -17.2% | +65.4% | -82.6% | -30.3% |
| 1Y | -9.4% | +31.6% | -41.0% | -18.6% |
| 3Y | +43.1% | +37.0% | +6.0% | +21.1% |
| 5Y | +96.7% | +53.0% | +43.7% | +51.8% |
| All | +283.6% | +259.7% | +23.9% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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