+32.4%
HDB vs TCOM
-10.5%
+42.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | -6.2% | -6.5% | +0.3% | -5.2% |
| 30D | -6.2% | -16.2% | +10.0% | -3.8% |
| 3M | -5.9% | -19.3% | +13.5% | -3.1% |
| 6M | -25.9% | -27.2% | +1.3% | -22.6% |
| YTD | -40.2% | -46.2% | +6.0% | -34.9% |
| 1Y | -38.0% | -46.6% | +8.6% | -32.5% |
| 3Y | -30.5% | +8.4% | -38.9% | -34.9% |
| 5Y | -38.1% | +25.8% | -63.9% | -46.5% |
| All | +32.4% | -10.5% | +42.9% | +11.0% |
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