+97.2%
TJX vs HUM
+6.5%
+90.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.5% |
| 7D | -4.6% | +2.1% | -6.6% | -4.7% |
| 30D | -17.2% | +5.4% | -22.6% | -17.5% |
| 3M | -24.9% | +11.4% | -36.3% | -25.7% |
| 6M | -19.7% | +141.5% | -161.2% | -26.3% |
| YTD | -17.2% | +61.2% | -78.4% | -21.3% |
| 1Y | -9.4% | +49.2% | -58.6% | -13.4% |
| 3Y | +43.1% | -9.0% | +52.1% | +43.7% |
| All | +97.2% | +6.5% | +90.7% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling