+66.1%
HST vs TCOM
+13.4%
+52.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +2.0% | -7.6% | +9.6% | +3.0% |
| 30D | -5.2% | -12.2% | +7.0% | -3.7% |
| 3M | -6.2% | -14.2% | +8.0% | -4.6% |
| 6M | +20.4% | -25.0% | +45.4% | +24.8% |
| YTD | +30.6% | -43.7% | +74.3% | +40.4% |
| 1Y | +37.4% | -44.5% | +81.9% | +47.9% |
| 3Y | +66.1% | +13.4% | +52.7% | +61.5% |
| All | +66.1% | +13.4% | +52.7% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling