+105.3%
HAL vs TAP
+2.2%
+103.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +2.9% | -2.3% | +5.3% | +3.5% |
| 30D | +17.0% | -2.1% | +19.2% | +17.5% |
| 3M | -9.7% | +6.6% | -16.3% | -11.7% |
| 6M | +8.6% | -11.5% | +20.1% | +11.9% |
| YTD | +33.0% | -10.3% | +43.2% | +35.9% |
| 1Y | +68.3% | -14.4% | +82.7% | +74.2% |
| 3Y | +0.1% | -28.3% | +28.4% | +8.8% |
| All | +105.3% | +2.2% | +103.1% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling