-13.9%
HUT vs TCOM
+43.1%
-56.9%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.1% | +8.6% | +8.1% |
| 7D | +24.8% | +2.2% | +22.6% | +23.4% |
| 30D | -28.4% | +12.5% | -40.9% | -33.0% |
| 3M | -31.2% | -5.6% | -25.6% | -30.3% |
| 6M | -40.2% | -16.5% | -23.8% | -36.6% |
| YTD | +32.9% | -39.4% | +72.3% | +64.7% |
| 1Y | +39.1% | -41.0% | +80.0% | +74.8% |
| 3Y | +462.8% | +29.2% | +433.5% | +349.5% |
| 5Y | -13.9% | +41.6% | -55.5% | -38.7% |
| All | -13.9% | +43.1% | -56.9% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling