+448.2%
HUT vs TCOM
-17.9%
+466.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +8.5% |
| 7D | +5.4% | -4.9% | +10.3% | +7.7% |
| 30D | +8.6% | -14.4% | +23.0% | +15.6% |
| 3M | -15.2% | -17.7% | +2.4% | -9.4% |
| 6M | +92.9% | -25.1% | +118.0% | +116.1% |
| YTD | +114.6% | -45.7% | +160.4% | +172.7% |
| 1Y | +208.5% | -47.9% | +256.4% | +300.4% |
| 3Y | +821.5% | +8.9% | +812.5% | +745.4% |
| 5Y | +101.8% | +26.9% | +75.0% | +63.6% |
| All | +448.2% | -17.9% | +466.2% | +268.5% |
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 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