+58.5%
HAS vs TCOM
-41.5%
+100.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +24.9% |
| 3M | +29.0% | -5.2% | +34.2% | +29.3% |
| 6M | +30.6% | -16.9% | +47.5% | +33.2% |
| YTD | +51.5% | -39.9% | +91.4% | +60.1% |
| 1Y | +58.5% | -42.1% | +100.5% | +68.4% |
| All | +58.5% | -41.5% | +100.0% | +68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling