+96.9%
TJX vs HUT
+89.0%
+7.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -2.0% |
| 7D | -4.0% | +18.9% | -22.8% | -4.7% |
| 30D | -20.3% | +12.0% | -32.3% | -20.8% |
| 3M | -23.3% | -14.9% | -8.4% | -23.2% |
| 6M | -19.7% | +96.8% | -116.5% | -23.5% |
| YTD | -17.1% | +108.8% | -125.9% | -21.7% |
| 1Y | -8.8% | +227.4% | -236.2% | -16.8% |
| 3Y | +43.4% | +760.3% | -716.9% | +15.7% |
| All | +96.9% | +89.0% | +7.9% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling