+109.9%
TJX vs HTZ
-89.5%
+199.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -2.2% | +7.5% | -9.7% | -2.6% |
| 30D | -17.1% | +47.4% | -64.6% | -19.4% |
| 3M | -16.5% | -54.9% | +38.4% | -13.9% |
| 6M | -17.8% | -47.0% | +29.2% | -16.6% |
| YTD | -13.2% | -55.3% | +42.0% | -11.2% |
| 1Y | -5.2% | -57.6% | +52.4% | -3.4% |
| 3Y | +48.2% | -86.6% | +134.8% | +66.6% |
| 5Y | +99.8% | -86.1% | +185.9% | +120.3% |
| All | +109.9% | -89.5% | +199.5% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling