+97.2%
TJX vs HUBB
+157.3%
-60.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.7% |
| 7D | -4.6% | -0.1% | -4.5% | -4.6% |
| 30D | -17.2% | -10.0% | -7.2% | -15.2% |
| 3M | -24.9% | -1.6% | -23.3% | -25.2% |
| 6M | -19.7% | -3.1% | -16.6% | -20.0% |
| YTD | -17.2% | +4.6% | -21.8% | -19.5% |
| 1Y | -9.4% | +3.3% | -12.8% | -11.9% |
| 3Y | +43.1% | +46.6% | -3.5% | +19.4% |
| All | +97.2% | +157.3% | -60.1% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 5y: compounded portfolio wealth divided by compounded HUBB 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…
5y analysis · Full analysis span regression · 6 months rolling