-37.8%
HDB vs TCOM
+25.9%
-63.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | -1.5% |
| 7D | -4.9% | -10.2% | +5.3% | -3.9% |
| 30D | -5.8% | -16.8% | +11.0% | -4.1% |
| 3M | -5.2% | -16.7% | +11.5% | -3.7% |
| 6M | -25.7% | -27.1% | +1.4% | -23.5% |
| YTD | -39.6% | -45.5% | +5.9% | -36.1% |
| 1Y | -36.9% | -45.9% | +9.0% | -33.3% |
| 3Y | -29.7% | +9.8% | -39.5% | -33.0% |
| 5Y | -37.8% | +23.8% | -61.6% | -42.7% |
| All | -37.8% | +25.9% | -63.7% | -42.7% |
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