+122.4%
HST vs TCOM
+5.9%
+116.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.3% |
| 7D | +3.6% | -1.8% | +5.4% | +4.0% |
| 30D | +11.2% | +12.1% | -0.9% | +8.0% |
| 3M | +13.1% | -3.2% | +16.3% | +13.7% |
| 6M | +23.9% | -16.6% | +40.6% | +28.6% |
| YTD | +52.3% | -39.4% | +91.7% | +70.0% |
| 1Y | +56.7% | -41.5% | +98.2% | +76.5% |
| 3Y | +87.5% | +24.4% | +63.1% | +63.3% |
| 5Y | +82.8% | +41.6% | +41.2% | +41.1% |
| All | +122.4% | +5.9% | +116.6% | +67.4% |
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 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