+792.3%
HUT vs TCOM
+13.4%
+778.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.3% | +7.6% | +6.9% |
| 7D | +28.3% | -7.6% | +35.9% | +32.2% |
| 30D | +12.3% | -12.2% | +24.5% | +18.2% |
| 3M | -16.8% | -14.2% | -2.6% | -12.6% |
| 6M | +111.4% | -25.0% | +136.4% | +138.2% |
| YTD | +116.6% | -43.7% | +160.2% | +173.9% |
| 1Y | +290.5% | -44.5% | +335.0% | +398.8% |
| 3Y | +792.3% | +13.4% | +778.9% | +842.5% |
| All | +792.3% | +13.4% | +778.9% | +842.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling