+210.2%
HD vs TCOM
-12.7%
+222.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.7% |
| 7D | -1.8% | -10.2% | +8.4% | -0.7% |
| 30D | -10.8% | -16.8% | +6.0% | -9.1% |
| 3M | -2.7% | -16.7% | +14.0% | -1.0% |
| 6M | -10.3% | -27.1% | +16.8% | -7.4% |
| YTD | -7.8% | -45.5% | +37.7% | -2.2% |
| 1Y | -23.1% | -45.9% | +22.7% | -18.5% |
| 3Y | +2.0% | +9.8% | -7.8% | -2.2% |
| 5Y | +6.2% | +23.8% | -17.6% | -2.8% |
| 10Y | +210.2% | -10.8% | +220.9% | +173.8% |
| All | +210.2% | -12.7% | +222.8% | +173.8% |
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