+300.0%
TJX vs HWM
+1,311.7%
-1,011.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.5% |
| 7D | -4.6% | -11.4% | +6.9% | -1.2% |
| 30D | -17.2% | -18.5% | +1.3% | -12.2% |
| 3M | -24.9% | -13.2% | -11.7% | -22.1% |
| 6M | -19.7% | -8.7% | -11.0% | -18.4% |
| YTD | -17.2% | +12.2% | -29.4% | -21.4% |
| 1Y | -9.4% | +24.9% | -34.3% | -17.2% |
| 3Y | +43.1% | +383.9% | -340.8% | -19.6% |
| 5Y | +96.7% | +646.1% | -549.4% | -6.0% |
| All | +300.0% | +1,311.7% | -1,011.7% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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