+420.1%
HUT vs TCOM
-13.7%
+433.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.6% |
| 7D | +17.8% | -9.5% | +27.3% | +22.5% |
| 30D | +0.8% | -10.7% | +11.6% | +5.3% |
| 3M | -26.8% | -14.6% | -12.2% | -23.0% |
| 6M | +72.6% | -19.3% | +91.9% | +86.8% |
| YTD | +103.6% | -42.9% | +146.6% | +153.3% |
| 1Y | +265.3% | -43.8% | +309.1% | +359.2% |
| 3Y | +689.4% | +2.1% | +687.3% | +642.8% |
| 5Y | +75.3% | +31.2% | +44.1% | +39.8% |
| All | +420.1% | -13.7% | +433.8% | +242.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling