+220.1%
HUT vs TCOM
-8.3%
+228.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.9% | -8.0% | -7.5% |
| 7D | +9.3% | -1.8% | +11.1% | +10.0% |
| 30D | -23.1% | +12.1% | -35.2% | -27.3% |
| 3M | -30.6% | -3.2% | -27.4% | -30.6% |
| 6M | -46.9% | -16.6% | -30.2% | -44.1% |
| YTD | +25.3% | -39.4% | +64.7% | +50.6% |
| 1Y | +59.8% | -41.5% | +101.3% | +95.1% |
| 3Y | +467.2% | +24.4% | +442.8% | +387.7% |
| 5Y | -24.6% | +41.6% | -66.2% | -42.2% |
| All | +220.1% | -8.3% | +228.4% | +103.4% |
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