+187.0%
HL vs TCOM
+2,569.4%
-2,382.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.8% |
| 7D | +0.4% | -10.2% | +10.6% | +3.2% |
| 30D | +18.8% | -16.8% | +35.7% | +24.8% |
| 3M | +43.7% | -16.7% | +60.4% | +49.7% |
| 6M | -1.0% | -27.1% | +26.0% | +7.0% |
| YTD | +8.7% | -45.5% | +54.2% | +26.3% |
| 1Y | +105.0% | -45.9% | +150.9% | +138.4% |
| 3Y | +427.3% | +9.8% | +417.5% | +385.6% |
| 5Y | +249.3% | +23.8% | +225.5% | +186.8% |
| 10Y | +284.2% | -10.8% | +295.0% | +218.9% |
| All | +187.0% | +2,569.4% | -2,382.4% | -10.4% |
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