+575.2%
HLT vs TCOM
-9.8%
+585.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -1.6% | -4.9% | +3.3% | -0.5% |
| 30D | -5.0% | -14.4% | +9.4% | -1.6% |
| 3M | -10.4% | -17.7% | +7.3% | -6.7% |
| 6M | +3.2% | -25.1% | +28.3% | +9.9% |
| YTD | +6.7% | -45.7% | +52.5% | +21.8% |
| 1Y | +10.3% | -47.9% | +58.1% | +26.8% |
| 3Y | +99.3% | +8.9% | +90.4% | +80.8% |
| 5Y | +143.7% | +26.9% | +116.8% | +97.0% |
| All | +575.2% | -9.8% | +585.0% | +433.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling