As per the teachings of Islam, Muslim women performing Hajj and Umrah are obliged to make their journey and observe their rituals alongside a Mahram.
The necessity of accompanying a Mahram during this sacred journey is based on the following Hadith:
Abu Huraira RA reported, Allah’s Apostle ﷺ said:"It is not lawful for a woman who believes in Allah and the Hereafter to undertake a day’s journey except in the company of a Mahram." – [Sahih Muslim]

However, who exactly is considered a Mahram upon a Muslim woman? 
A Mahram is a man who must be the woman’s husband or another relative – one who cannot legally marry her, according to Islamic law.
To make things easier to understand, here’s a list of relatives grouped into categories that Islam has deemed Mahram upon women in Islam!

Mahram Through Blood:
FatherGrandfather (and further ancestors)SonGrandson (and further descendants)BrotherNephew (sibling’s son and further descendants)Uncle (paternal or maternal and further ancestors)People who have no knowledge of women (i.e., children who don’t yet understand the differences between a man and a woman)

Mahram Through Marriage:
HusbandFather-in-lawSon-in-lawStepfather (mother’s husband)Stepson (husband’s son)

Mahram Through Fosterage:
Whoever is considered a Mahram through blood relations in Islam is also considered a Mahram through foster relations.
As per Hadith:
Ibn Abbas narrated, the Prophet ﷺ said about Hamza’s daughter:"I am not legally permitted to marry her, as foster relations are treated like blood relations (in marital affairs). She is the daughter of my foster brother." – [Sahih al-Bukhari]

And indeed, Allah (SWT) knows best – He is the All-Knowing!