+43,572.7%
TJX vs HUM
+5,678.7%
+37,894.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.7% |
| 7D | -4.6% | +2.1% | -6.6% | -4.9% |
| 30D | -17.2% | +5.4% | -22.6% | -17.9% |
| 3M | -24.9% | +11.4% | -36.3% | -26.5% |
| 6M | -19.7% | +141.5% | -161.2% | -31.2% |
| YTD | -17.2% | +61.2% | -78.4% | -24.7% |
| 1Y | -9.4% | +49.2% | -58.6% | -17.0% |
| 3Y | +43.1% | -9.0% | +52.1% | +38.8% |
| 5Y | +96.7% | +7.2% | +89.5% | +83.1% |
| 10Y | +287.7% | +152.7% | +135.1% | +211.5% |
| All | +43,572.7% | +5,678.7% | +37,894.0% | +18,245.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling