+46,630.9%
TJX vs HST
+1,569.3%
+45,061.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | +3.6% | -3.9% | -1.3% |
| 30D | -5.6% | +11.2% | -16.8% | -8.3% |
| 3M | -12.3% | +13.1% | -25.4% | -15.3% |
| 6M | -7.7% | +23.9% | -31.6% | -13.2% |
| YTD | -11.4% | +52.3% | -63.7% | -21.3% |
| 1Y | -7.0% | +56.7% | -63.7% | -18.1% |
| 3Y | +53.3% | +87.5% | -34.2% | +26.6% |
| 5Y | +109.9% | +82.8% | +27.1% | +71.2% |
| 10Y | +310.0% | +134.6% | +175.4% | +202.6% |
| All | +46,630.9% | +1,569.3% | +45,061.5% | +14,956.2% |
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