+53.3%
TJX vs HUT
+445.7%
-392.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.1% | +5.9% | -1.1% |
| 7D | -0.3% | +9.3% | -9.7% | -0.4% |
| 30D | -5.6% | -23.1% | +17.5% | -5.4% |
| 3M | -12.3% | -30.6% | +18.3% | -12.1% |
| 6M | -7.7% | -46.9% | +39.2% | -7.4% |
| YTD | -11.4% | +25.3% | -36.7% | -13.3% |
| 1Y | -7.0% | +59.8% | -66.9% | -9.7% |
| 3Y | +53.3% | +467.2% | -413.9% | +42.4% |
| All | +53.3% | +445.7% | -392.4% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 3y: compounded portfolio wealth divided by compounded HUT 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…
3y analysis · Full analysis span regression · 6 months rolling