+1.7%
HUT vs TCOM
-39.6%
+41.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.2% | -26.4% | -24.3% |
| 7D | -29.5% | +10.7% | -40.2% | -32.5% |
| 30D | -45.2% | +10.1% | -55.2% | -47.5% |
| 3M | -51.6% | -8.9% | -42.8% | -49.4% |
| 6M | -37.3% | -19.2% | -18.2% | -27.7% |
| YTD | +6.5% | -40.6% | +47.2% | +37.6% |
| 1Y | +1.7% | -39.0% | +40.8% | +27.7% |
| All | +1.7% | -39.6% | +41.4% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling