-11.8%
HAL vs TCOM
+28.1%
-39.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -6.5% | +6.5% | -13.0% | -7.0% |
| 30D | -2.1% | +13.3% | -15.4% | -3.2% |
| 3M | -4.9% | -6.5% | +1.6% | -4.4% |
| 6M | -19.3% | -16.3% | -3.0% | -18.1% |
| YTD | +14.3% | -38.7% | +53.0% | +19.4% |
| 1Y | +17.3% | -40.1% | +57.4% | +22.9% |
| All | -11.8% | +28.1% | -39.9% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling