-23.4%
HDB vs TCOM
+40.9%
-64.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +4.1% | -1.4% | +5.5% | +4.2% |
| 30D | +13.0% | +11.5% | +1.5% | +11.8% |
| 3M | +11.3% | -5.2% | +16.5% | +11.8% |
| 6M | +6.9% | -16.9% | +23.9% | +8.7% |
| YTD | -29.6% | -39.9% | +10.3% | -26.4% |
| 1Y | -29.5% | -42.1% | +12.5% | -26.0% |
| 3Y | -8.1% | +28.0% | -36.2% | -13.8% |
| 5Y | -23.4% | +40.4% | -63.8% | -30.3% |
| All | -23.4% | +40.9% | -64.3% | -30.3% |
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