+285.2%
HIG vs TCOM
+2,569.4%
-2,284.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.4% |
| 7D | -0.5% | -10.2% | +9.7% | +2.0% |
| 30D | -2.8% | -16.8% | +14.0% | +1.4% |
| 3M | +6.3% | -16.7% | +23.0% | +10.5% |
| 6M | -0.1% | -27.1% | +27.0% | +7.0% |
| YTD | +0.4% | -45.5% | +45.9% | +14.4% |
| 1Y | +6.2% | -45.9% | +52.1% | +20.9% |
| 3Y | +101.6% | +9.8% | +91.9% | +82.1% |
| 5Y | +119.8% | +23.8% | +96.0% | +75.3% |
| 10Y | +311.7% | -10.8% | +322.5% | +228.9% |
| All | +285.2% | +2,569.4% | -2,284.2% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling