+283.6%
TJX vs HSY
+128.6%
+155.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -17.2% | -5.2% | -12.0% | -15.9% |
| 3M | -24.9% | -3.4% | -21.5% | -24.3% |
| 6M | -19.7% | -19.2% | -0.5% | -14.8% |
| YTD | -17.2% | -2.6% | -14.6% | -17.4% |
| 1Y | -9.4% | -3.8% | -5.7% | -9.5% |
| 3Y | +43.1% | -10.6% | +53.7% | +44.1% |
| 5Y | +96.7% | +12.3% | +84.4% | +74.3% |
| All | +283.6% | +128.6% | +155.0% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 10y: compounded portfolio wealth divided by compounded HSY 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…
10y analysis · Full analysis span regression · 6 months rolling