+95.2%
TJX vs HST
+75.9%
+19.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | -4.0% | -0.3% | -3.6% | -3.9% |
| 30D | -20.3% | -2.8% | -17.6% | -19.7% |
| 3M | -23.3% | -6.5% | -16.8% | -21.9% |
| 6M | -19.7% | +20.7% | -40.4% | -24.6% |
| YTD | -17.1% | +30.5% | -47.6% | -24.2% |
| 1Y | -8.8% | +36.8% | -45.6% | -18.0% |
| 3Y | +43.4% | +65.9% | -22.5% | +18.0% |
| 5Y | +95.2% | +73.9% | +21.3% | +50.6% |
| All | +95.2% | +75.9% | +19.3% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling