+44.2%
HAS vs TAP
-28.0%
+72.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.8% | -2.3% | +0.5% | -1.2% |
| 30D | +2.3% | -2.1% | +4.4% | +2.7% |
| 3M | +10.4% | +6.6% | +3.7% | +8.2% |
| 6M | -3.2% | -11.5% | +8.3% | -0.4% |
| YTD | +15.4% | -10.3% | +25.7% | +17.7% |
| 1Y | +18.8% | -14.4% | +33.2% | +22.8% |
| All | +44.2% | -28.0% | +72.2% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling