+283.6%
TJX vs HUBS
+323.9%
-40.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -4.6% | -9.0% | +4.4% | -3.3% |
| 30D | -17.2% | +7.2% | -24.4% | -18.4% |
| 3M | -24.9% | +20.9% | -45.8% | -28.0% |
| 6M | -19.7% | -13.0% | -6.6% | -20.3% |
| YTD | -17.2% | -43.8% | +26.7% | -12.3% |
| 1Y | -9.4% | -54.6% | +45.2% | -1.1% |
| 3Y | +43.1% | -58.5% | +101.5% | +53.8% |
| 5Y | +96.7% | -66.4% | +163.1% | +106.9% |
| All | +283.6% | +323.9% | -40.2% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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