+155.3%
HBAN vs TCOM
-9.8%
+165.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -1.0% | -4.9% | +3.9% | 0.0% |
| 30D | -5.6% | -14.4% | +8.8% | -2.8% |
| 3M | -1.1% | -17.7% | +16.5% | +2.1% |
| 6M | +9.9% | -25.1% | +35.0% | +15.6% |
| YTD | -0.9% | -45.7% | +44.8% | +10.4% |
| 1Y | -1.4% | -47.9% | +46.5% | +10.6% |
| 3Y | +78.2% | +8.9% | +69.3% | +63.8% |
| 5Y | +37.0% | +26.9% | +10.2% | +13.9% |
| All | +155.3% | -9.8% | +165.1% | +108.3% |
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