+102.2%
HIG vs TCOM
+8.0%
+94.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -1.5% | -4.9% | +3.4% | -1.3% |
| 30D | -0.4% | -14.4% | +14.0% | +0.1% |
| 3M | +6.7% | -17.7% | +24.3% | +7.2% |
| 6M | +2.0% | -25.1% | +27.1% | +2.8% |
| YTD | +0.3% | -45.7% | +46.0% | +2.0% |
| 1Y | +4.2% | -47.9% | +52.0% | +6.1% |
| 3Y | +102.2% | +8.9% | +93.3% | +106.3% |
| All | +102.2% | +8.0% | +94.2% | +106.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling