+53.3%
TJX vs HST
+87.2%
-33.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | +3.6% | -3.9% | -1.2% |
| 30D | -5.6% | +11.2% | -16.8% | -7.8% |
| 3M | -12.3% | +13.1% | -25.4% | -14.8% |
| 6M | -7.7% | +23.9% | -31.6% | -12.5% |
| YTD | -11.4% | +52.3% | -63.7% | -20.2% |
| 1Y | -7.0% | +56.7% | -63.7% | -16.8% |
| 3Y | +53.3% | +87.5% | -34.2% | +25.5% |
| All | +53.3% | +87.2% | -33.9% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling