+810.9%
HAS vs TCOM
+2,694.8%
-1,883.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -1.8% | -9.5% | +7.7% | -0.4% |
| 30D | +2.3% | -10.7% | +13.0% | +3.8% |
| 3M | +10.4% | -14.6% | +25.0% | +12.5% |
| 6M | -3.2% | -19.3% | +16.1% | -0.6% |
| YTD | +15.4% | -42.9% | +58.4% | +24.0% |
| 1Y | +18.8% | -43.8% | +62.6% | +27.8% |
| 3Y | +43.9% | +2.1% | +41.8% | +38.6% |
| 5Y | +13.9% | +31.2% | -17.3% | +1.3% |
| 10Y | +56.4% | -13.9% | +70.3% | +41.2% |
| All | +810.9% | +2,694.8% | -1,883.8% | +436.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling