+4,300.8%
HAS vs TAP
+821.1%
+3,479.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.4% |
| 7D | -0.2% | +0.5% | -0.7% | -0.4% |
| 30D | +31.0% | +9.1% | +21.9% | +28.6% |
| 3M | +30.7% | -3.8% | +34.5% | +31.4% |
| 6M | +23.9% | -3.4% | +27.3% | +24.3% |
| YTD | +48.3% | -10.6% | +59.0% | +50.6% |
| 1Y | +60.2% | -4.4% | +64.6% | +60.4% |
| 3Y | +189.2% | -24.4% | +213.6% | +201.3% |
| 5Y | +50.4% | +2.1% | +48.3% | +46.8% |
| 10Y | +104.2% | -48.7% | +152.9% | +117.5% |
| All | +4,300.8% | +821.1% | +3,479.7% | +2,737.2% |
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 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