+1.9%
HAL vs TAP
-50.0%
+52.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +2.9% | -2.3% | +5.3% | +4.2% |
| 30D | +17.0% | -2.1% | +19.2% | +18.0% |
| 3M | -9.7% | +6.6% | -16.3% | -13.8% |
| 6M | +8.6% | -11.5% | +20.1% | +14.4% |
| YTD | +33.0% | -10.3% | +43.2% | +38.0% |
| 1Y | +68.3% | -14.4% | +82.7% | +77.8% |
| 3Y | +0.1% | -28.3% | +28.4% | +13.8% |
| 5Y | +102.6% | +1.7% | +100.9% | +71.0% |
| All | +1.9% | -50.0% | +52.0% | -0.7% |
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