+12.6%
HAS vs TCOM
+26.3%
-13.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.3% |
| 7D | -3.1% | -7.6% | +4.5% | -2.2% |
| 30D | -2.7% | -12.2% | +9.5% | -1.3% |
| 3M | +8.9% | -14.2% | +23.1% | +10.6% |
| 6M | -2.9% | -25.0% | +22.1% | +0.1% |
| YTD | +12.6% | -43.7% | +56.3% | +19.7% |
| 1Y | +17.5% | -44.5% | +62.0% | +25.0% |
| 3Y | +46.2% | +13.4% | +32.8% | +39.7% |
| 5Y | +12.6% | +26.5% | -13.9% | +1.4% |
| All | +12.6% | +26.3% | -13.7% | +1.4% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling