+189.2%
HAS vs TCOM
+30.2%
+159.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | -0.2% | +12.1% | -12.2% | -1.2% |
| 30D | +31.0% | +16.5% | +14.5% | +29.2% |
| 3M | +30.7% | -4.0% | +34.7% | +31.0% |
| 6M | +23.9% | -18.5% | +42.4% | +25.9% |
| YTD | +48.3% | -38.3% | +86.6% | +54.0% |
| 1Y | +60.2% | -36.6% | +96.8% | +65.9% |
| 3Y | +189.2% | +31.1% | +158.1% | +196.6% |
| All | +189.2% | +30.2% | +159.0% | +196.6% |
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