-5.2%
TJX vs USHY
+4.6%
-9.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | 0.0% |
| 7D | -2.2% | -0.1% | -2.1% | -2.1% |
| 30D | -17.1% | +0.1% | -17.2% | -17.2% |
| 3M | -16.5% | +0.8% | -17.3% | -17.4% |
| 6M | -17.8% | +1.7% | -19.5% | -20.3% |
| YTD | -13.2% | +2.5% | -15.7% | -16.7% |
| 1Y | -5.2% | +4.4% | -9.6% | -10.8% |
| All | -5.2% | +4.6% | -9.8% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling