-19.1%
HAL vs TAP
-49.5%
+30.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.8% |
| 7D | -7.9% | -7.8% | -0.1% | -4.0% |
| 30D | -2.1% | +7.1% | -9.2% | -6.6% |
| 3M | +0.4% | -7.0% | +7.5% | +3.0% |
| 6M | -19.2% | -3.8% | -15.4% | -19.5% |
| YTD | +14.4% | -11.7% | +26.1% | +18.3% |
| 1Y | +18.0% | -10.1% | +28.1% | +20.4% |
| 3Y | -9.7% | -23.7% | +14.0% | -2.0% |
| 5Y | +40.1% | +2.9% | +37.2% | +15.7% |
| 10Y | -19.1% | -49.5% | +30.4% | -26.8% |
| All | -19.1% | -49.5% | +30.4% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling