+107.0%
HST vs TCOM
-12.7%
+119.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.7% |
| 7D | -0.3% | -10.2% | +9.9% | +2.3% |
| 30D | -2.8% | -16.8% | +14.1% | +1.7% |
| 3M | -6.5% | -16.7% | +10.2% | -2.8% |
| 6M | +20.7% | -27.1% | +47.8% | +29.7% |
| YTD | +30.5% | -45.5% | +76.0% | +49.8% |
| 1Y | +36.8% | -45.9% | +82.6% | +57.2% |
| 3Y | +65.9% | +9.8% | +56.1% | +49.2% |
| 5Y | +73.9% | +23.8% | +50.1% | +38.9% |
| 10Y | +107.0% | -10.8% | +117.8% | +62.1% |
| All | +107.0% | -12.7% | +119.7% | +62.1% |
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 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