+50.6%
HAS vs TAP
+2.5%
+48.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +3.3% | -4.5% | +7.8% | +4.6% |
| 30D | +30.5% | +7.5% | +23.1% | +27.6% |
| 3M | +29.9% | -4.9% | +34.8% | +31.3% |
| 6M | +26.5% | -3.5% | +30.0% | +27.0% |
| YTD | +51.9% | -11.4% | +63.4% | +55.4% |
| 1Y | +60.9% | -10.8% | +71.7% | +64.1% |
| 3Y | +215.0% | -24.5% | +239.5% | +234.6% |
| All | +50.6% | +2.5% | +48.1% | +42.9% |
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