+247.2%
HD vs TCOM
+3.0%
+244.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +5.2% | +6.5% | -1.3% | +4.5% |
| 30D | +20.7% | +13.3% | +7.4% | +19.1% |
| 3M | +0.8% | -6.5% | +7.3% | +1.4% |
| 6M | +12.2% | -16.3% | +28.5% | +14.0% |
| YTD | +4.2% | -38.7% | +42.9% | +9.1% |
| 1Y | -2.6% | -40.1% | +37.6% | +2.2% |
| 3Y | +30.0% | +30.6% | -0.6% | +22.4% |
| 5Y | +8.1% | +45.8% | -37.7% | -2.8% |
| 10Y | +247.2% | +8.1% | +239.1% | +205.9% |
| All | +247.2% | +3.0% | +244.2% | +205.9% |
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