+100.5%
TJX vs HTZ
-90.6%
+191.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.3% | +3.1% | -1.9% |
| 7D | -4.0% | -10.4% | +6.4% | -3.4% |
| 30D | -20.3% | -2.4% | -18.0% | -20.5% |
| 3M | -23.3% | -60.9% | +37.6% | -20.3% |
| 6M | -19.7% | -50.2% | +30.5% | -18.3% |
| YTD | -17.1% | -59.7% | +42.6% | -14.7% |
| 1Y | -8.8% | -66.0% | +57.2% | -5.8% |
| 3Y | +43.4% | -87.1% | +130.5% | +60.4% |
| 5Y | +95.2% | -86.9% | +182.1% | +115.6% |
| All | +100.5% | -90.6% | +191.1% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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