+56.0%
HAS vs TCOM
-12.7%
+68.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.8% | -1.0% |
| 7D | -4.8% | -10.2% | +5.3% | -3.2% |
| 30D | -5.1% | -16.8% | +11.7% | -2.3% |
| 3M | +6.4% | -16.7% | +23.1% | +9.2% |
| 6M | -5.6% | -27.1% | +21.4% | -1.1% |
| YTD | +11.0% | -45.5% | +56.5% | +21.5% |
| 1Y | +16.8% | -45.9% | +62.7% | +27.9% |
| 3Y | +44.0% | +9.8% | +34.3% | +35.0% |
| 5Y | +11.0% | +23.8% | -12.8% | -3.6% |
| 10Y | +56.0% | -10.8% | +66.8% | +27.3% |
| All | +56.0% | -12.7% | +68.7% | +27.3% |
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