+66.7%
HDB vs TCOM
+5.9%
+60.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +2.7% | -1.8% | +4.5% | +3.0% |
| 30D | +14.1% | +12.1% | +2.1% | +12.2% |
| 3M | +11.8% | -3.2% | +15.0% | +12.3% |
| 6M | +8.2% | -16.6% | +24.8% | +10.7% |
| YTD | -29.3% | -39.4% | +10.1% | -24.4% |
| 1Y | -28.8% | -41.5% | +12.7% | -23.5% |
| 3Y | -7.5% | +24.4% | -31.8% | -15.1% |
| 5Y | -23.1% | +41.6% | -64.6% | -34.6% |
| All | +66.7% | +5.9% | +60.9% | +35.6% |
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 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