+45,672.9%
TJX vs HST
+1,330.6%
+44,342.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -2.2% | -1.0% | -1.2% | -2.0% |
| 30D | -17.1% | -12.3% | -4.9% | -14.3% |
| 3M | -16.5% | -6.4% | -10.1% | -15.2% |
| 6M | -17.8% | +15.0% | -32.8% | -21.1% |
| YTD | -13.2% | +30.5% | -43.7% | -19.6% |
| 1Y | -5.2% | +35.7% | -40.9% | -13.3% |
| 3Y | +48.2% | +68.4% | -20.1% | +25.9% |
| 5Y | +99.8% | +73.1% | +26.7% | +65.5% |
| 10Y | +291.1% | +92.7% | +198.4% | +204.0% |
| All | +45,672.9% | +1,330.6% | +44,342.3% | +15,283.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling