+7.4%
HD vs TCOM
+26.3%
-18.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.2% |
| 7D | -1.2% | -7.6% | +6.4% | -0.7% |
| 30D | -11.1% | -12.2% | +1.1% | -10.4% |
| 3M | +2.0% | -14.2% | +16.2% | +2.9% |
| 6M | -10.5% | -25.0% | +14.5% | -8.9% |
| YTD | -6.9% | -43.7% | +36.8% | -3.6% |
| 1Y | -23.2% | -44.5% | +21.4% | -20.5% |
| 3Y | +3.1% | +13.4% | -10.4% | +0.8% |
| 5Y | +7.4% | +26.5% | -19.1% | +1.6% |
| All | +7.4% | +26.3% | -18.9% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling