+3,324.5%
HAS vs TAP
+825.0%
+2,499.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.8% | -2.3% | +0.5% | -1.4% |
| 30D | +2.3% | -2.1% | +4.4% | +2.6% |
| 3M | +10.4% | +6.6% | +3.7% | +8.8% |
| 6M | -3.2% | -11.5% | +8.3% | -1.2% |
| YTD | +15.4% | -10.3% | +25.7% | +17.3% |
| 1Y | +18.8% | -14.4% | +33.2% | +21.6% |
| 3Y | +43.9% | -28.3% | +72.2% | +51.7% |
| 5Y | +13.9% | +1.7% | +12.2% | +11.3% |
| 10Y | +56.4% | -49.2% | +105.6% | +67.0% |
| All | +3,324.5% | +825.0% | +2,499.5% | +2,108.9% |
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 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