+97.2%
TJX vs USHY
+20.9%
+76.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.4% |
| 7D | -4.6% | -0.7% | -3.9% | -3.7% |
| 30D | -17.2% | -0.7% | -16.5% | -16.4% |
| 3M | -24.9% | +0.1% | -25.0% | -25.0% |
| 6M | -19.7% | +1.8% | -21.4% | -21.6% |
| YTD | -17.2% | +1.8% | -19.0% | -19.2% |
| 1Y | -9.4% | +3.3% | -12.7% | -13.4% |
| 3Y | +43.1% | +27.0% | +16.1% | +3.5% |
| All | +97.2% | +20.9% | +76.3% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling