+389.9%
HWM vs TCOM
+13.4%
+376.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.3% | -9.4% | -10.6% |
| 7D | -9.2% | -7.6% | -1.5% | -8.5% |
| 30D | -17.9% | -12.2% | -5.6% | -16.9% |
| 3M | -6.0% | -14.2% | +8.2% | -4.8% |
| 6M | -7.4% | -25.0% | +17.6% | -4.9% |
| YTD | +13.1% | -43.7% | +56.8% | +19.1% |
| 1Y | +29.3% | -44.5% | +73.8% | +36.3% |
| 3Y | +389.9% | +13.4% | +376.5% | +376.2% |
| All | +389.9% | +13.4% | +376.5% | +376.2% |
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