+94.1%
HAS vs TCOM
+5.0%
+89.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | +1.6% | -1.4% | +3.0% | +1.8% |
| 30D | +26.6% | +11.5% | +15.1% | +24.4% |
| 3M | +29.0% | -5.2% | +34.2% | +29.9% |
| 6M | +30.6% | -16.9% | +47.5% | +33.9% |
| YTD | +51.5% | -39.9% | +91.4% | +63.1% |
| 1Y | +58.5% | -42.1% | +100.5% | +71.6% |
| 3Y | +214.1% | +28.0% | +186.1% | +187.2% |
| 5Y | +50.2% | +40.4% | +9.8% | +27.8% |
| All | +94.1% | +5.0% | +89.1% | +53.7% |
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