+84.2%
HST vs TCOM
+44.4%
+39.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +0.6% | +6.5% | -5.9% | -0.6% |
| 30D | +14.5% | +13.3% | +1.2% | +11.9% |
| 3M | +15.4% | -6.5% | +21.9% | +16.6% |
| 6M | +22.0% | -16.3% | +38.3% | +25.3% |
| YTD | +54.9% | -38.7% | +93.6% | +67.5% |
| 1Y | +54.0% | -40.1% | +94.1% | +67.2% |
| 3Y | +90.4% | +30.6% | +59.8% | +71.2% |
| 5Y | +84.2% | +45.8% | +38.4% | +56.3% |
| All | +84.2% | +44.4% | +39.9% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling