+190.7%
HAS vs TAP
-20.1%
+210.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.1% |
| 7D | 0.0% | +7.7% | -7.7% | -2.0% |
| 30D | +31.3% | +14.4% | +16.9% | +26.7% |
| 3M | +32.1% | +2.0% | +30.1% | +31.0% |
| 6M | +28.1% | +2.5% | +25.7% | +26.6% |
| YTD | +49.1% | -6.4% | +55.5% | +49.9% |
| 1Y | +60.5% | -2.3% | +62.8% | +59.2% |
| All | +190.7% | -20.1% | +210.8% | +191.2% |
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