-17.4%
HAL vs TCOM
+5.0%
-22.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +2.6% | -1.4% | +4.0% | +3.0% |
| 30D | -0.1% | +11.5% | -11.6% | -3.0% |
| 3M | -1.1% | -5.2% | +4.1% | -0.1% |
| 6M | -20.7% | -16.9% | -3.8% | -17.7% |
| YTD | +17.5% | -39.9% | +57.4% | +31.3% |
| 1Y | +24.1% | -42.1% | +66.2% | +40.0% |
| 3Y | -8.4% | +28.0% | -36.4% | -21.9% |
| 5Y | +53.2% | +40.4% | +12.9% | +16.6% |
| All | -17.4% | +5.0% | -22.4% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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