+299.4%
TJX vs USHY
+49.7%
+249.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.4% |
| 7D | -4.6% | -0.7% | -3.9% | -3.5% |
| 30D | -17.2% | -0.7% | -16.5% | -16.2% |
| 3M | -24.9% | +0.1% | -25.0% | -25.0% |
| 6M | -19.7% | +1.8% | -21.4% | -22.1% |
| YTD | -17.2% | +1.8% | -19.0% | -19.7% |
| 1Y | -9.4% | +3.3% | -12.7% | -14.4% |
| 3Y | +43.1% | +27.0% | +16.1% | -5.7% |
| 5Y | +96.7% | +21.0% | +75.7% | +45.0% |
| All | +299.4% | +49.7% | +249.7% | +102.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling