Sayyiduna Abu Umamah al-Bahili (may Allah be pleased with him) said: I heard the Messenger of Allah (peace and blessings be upon him) say: "The obligatory prayer is an expiation for the sins before it until the next prayer, Jumu'ah is an expiation for the sins before it until the next Jumu'ah, the month of Ramadan is an expiation for the sins before it until the next Ramadan, and Hajj is an expiation for the sins before it until the next Hajj."
Then he (peace and blessings be upon him) said: "It is not lawful for a Muslim woman to perform Hajj except with a husband or a mahram."
Hadith Referenceالمعجم الكبير للطبراني / باب الصاد / 7985