+4.2%
HIG vs TCOM
-46.9%
+51.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -1.5% | -4.9% | +3.4% | -1.4% |
| 30D | -0.4% | -14.4% | +14.0% | -0.1% |
| 3M | +6.7% | -17.7% | +24.3% | +6.9% |
| 6M | +2.0% | -25.1% | +27.1% | +2.2% |
| YTD | +0.3% | -45.7% | +46.0% | +1.0% |
| 1Y | +4.2% | -47.9% | +52.0% | +4.8% |
| All | +4.2% | -46.9% | +51.1% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling