+589.9%
HBM vs TCOM
+693.3%
-103.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -3.3% | -4.9% | +1.6% | -1.5% |
| 30D | -4.8% | -14.4% | +9.6% | +0.7% |
| 3M | -0.4% | -17.7% | +17.2% | +5.8% |
| 6M | +17.9% | -25.1% | +43.0% | +29.9% |
| YTD | +33.7% | -45.7% | +79.5% | +63.6% |
| 1Y | +95.6% | -47.9% | +143.4% | +142.8% |
| 3Y | +458.1% | +8.9% | +449.2% | +406.4% |
| 5Y | +329.0% | +26.9% | +302.1% | +240.9% |
| 10Y | +588.2% | -11.2% | +599.4% | +486.4% |
| All | +589.9% | +693.3% | -103.5% | +137.1% |
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