+400.1%
HST vs TCOM
+2,902.5%
-2,502.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | +0.6% | +6.5% | -5.9% | -1.3% |
| 30D | +14.5% | +13.3% | +1.2% | +10.3% |
| 3M | +15.4% | -6.5% | +21.9% | +17.3% |
| 6M | +22.0% | -16.3% | +38.3% | +27.0% |
| YTD | +54.9% | -38.7% | +93.6% | +74.6% |
| 1Y | +54.0% | -40.1% | +94.1% | +74.7% |
| 3Y | +90.4% | +30.6% | +59.8% | +62.5% |
| 5Y | +84.2% | +45.8% | +38.4% | +38.9% |
| 10Y | +144.6% | +8.1% | +136.5% | +86.5% |
| All | +400.1% | +2,902.5% | -2,502.4% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling