-16.8%
HAL vs TAP
-47.8%
+31.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.7% |
| 7D | -0.2% | -8.0% | +7.8% | +4.2% |
| 30D | +1.0% | +4.1% | -3.1% | -2.1% |
| 3M | -2.1% | -4.4% | +2.2% | -1.1% |
| 6M | -17.5% | -1.9% | -15.5% | -18.6% |
| YTD | +18.1% | -12.1% | +30.2% | +22.5% |
| 1Y | +19.7% | -12.0% | +31.8% | +23.8% |
| 3Y | -7.9% | -25.0% | +17.1% | +1.0% |
| 5Y | +53.1% | -1.1% | +54.1% | +30.0% |
| 10Y | -16.8% | -47.6% | +30.9% | -22.4% |
| All | -16.8% | -47.8% | +31.1% | -22.4% |
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