+497.6%
HAL vs TAP
+821.1%
-323.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.9% |
| 7D | -12.0% | +0.5% | -12.5% | -12.3% |
| 30D | +0.3% | +9.1% | -8.9% | -2.4% |
| 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% | +16.1% |
| 1Y | +18.9% | -4.4% | +23.3% | +18.5% |
| 3Y | -13.7% | -24.4% | +10.6% | -9.4% |
| 5Y | +42.2% | +2.1% | +40.1% | +36.0% |
| 10Y | -16.7% | -48.7% | +32.0% | -8.3% |
| All | +497.6% | +821.1% | -323.5% | +345.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling