+39.7%
HAL vs TAP
+2.0%
+37.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.8% |
| 7D | -12.0% | +0.5% | -12.5% | -12.3% |
| 30D | +0.3% | +9.1% | -8.9% | -2.3% |
| 3M | -1.6% | -3.8% | +2.2% | -1.2% |
| 6M | -20.5% | -3.4% | -17.0% | -20.5% |
| YTD | +14.2% | -10.6% | +24.9% | +16.3% |
| 1Y | +18.9% | -4.4% | +23.3% | +18.3% |
| 3Y | -13.7% | -24.4% | +10.6% | -8.4% |
| All | +39.7% | +2.0% | +37.8% | +17.6% |
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