+133.9%
HL vs TCOM
-42.5%
+176.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | +1.5% | -9.5% | +11.0% | +3.9% |
| 30D | +25.1% | -10.7% | +35.8% | +28.4% |
| 3M | +22.9% | -14.6% | +37.5% | +27.6% |
| 6M | -4.9% | -19.3% | +14.4% | +1.1% |
| YTD | +7.8% | -42.9% | +50.8% | +28.0% |
| 1Y | +133.9% | -43.8% | +177.7% | +175.9% |
| All | +133.9% | -42.5% | +176.4% | +175.9% |
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