-8.5%
TJX vs HST
+37.1%
-45.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.1% |
| 7D | -4.4% | +0.7% | -5.0% | -4.5% |
| 30D | -18.6% | -0.7% | -17.9% | -18.5% |
| 3M | -24.4% | -4.0% | -20.3% | -24.0% |
| 6M | -20.2% | +20.7% | -40.9% | -24.4% |
| YTD | -16.9% | +31.0% | -48.0% | -23.0% |
| 1Y | -8.5% | +36.2% | -44.7% | -15.7% |
| All | -8.5% | +37.1% | -45.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling