+86.1%
HUT vs TCOM
+25.9%
+60.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -2.0% |
| 7D | +18.9% | -10.2% | +29.1% | +24.8% |
| 30D | +12.0% | -16.8% | +28.8% | +21.9% |
| 3M | -14.9% | -16.7% | +1.8% | -8.7% |
| 6M | +96.8% | -27.1% | +123.9% | +127.4% |
| YTD | +108.8% | -45.5% | +154.3% | +175.5% |
| 1Y | +227.4% | -45.9% | +273.2% | +335.8% |
| 3Y | +760.3% | +9.8% | +750.5% | +653.9% |
| 5Y | +86.1% | +23.8% | +62.3% | +57.4% |
| All | +86.1% | +25.9% | +60.2% | +57.4% |
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 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