-2.4%
TJX vs HUM
+60.0%
-62.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -2.9% | -4.2% |
| 7D | -2.0% | -1.2% | -0.8% | -2.0% |
| 30D | +1.1% | +2.1% | -0.9% | +1.1% |
| 3M | -13.1% | +13.4% | -26.5% | -13.2% |
| 6M | -10.0% | +72.7% | -82.7% | -12.4% |
| YTD | -8.9% | +62.3% | -71.3% | -11.8% |
| 1Y | -2.4% | +57.5% | -59.8% | -5.3% |
| All | -2.4% | +60.0% | -62.4% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1y: compounded portfolio wealth divided by compounded HUM 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…
1y analysis · Full analysis span regression · 6 months rolling