+283.6%
TJX vs HUM
+152.7%
+130.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.8% |
| 7D | -4.6% | +2.1% | -6.6% | -5.0% |
| 30D | -17.2% | +5.4% | -22.6% | -18.1% |
| 3M | -24.9% | +11.4% | -36.3% | -27.0% |
| 6M | -19.7% | +141.5% | -161.2% | -35.1% |
| YTD | -17.2% | +61.2% | -78.4% | -27.1% |
| 1Y | -9.4% | +49.2% | -58.6% | -19.4% |
| 3Y | +43.1% | -9.0% | +52.1% | +41.3% |
| 5Y | +96.7% | +7.2% | +89.5% | +75.9% |
| All | +283.6% | +152.7% | +130.9% | +171.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling