+588.2%
HBM vs TAP
-49.9%
+638.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.0% |
| 7D | -3.3% | -3.9% | +0.6% | -1.8% |
| 30D | -4.8% | -5.3% | +0.4% | -3.0% |
| 3M | -0.4% | -3.8% | +3.4% | -0.1% |
| 6M | +17.9% | -11.4% | +29.2% | +21.8% |
| YTD | +33.7% | -13.7% | +47.5% | +39.3% |
| 1Y | +95.6% | -17.2% | +112.8% | +106.5% |
| 3Y | +458.1% | -33.1% | +491.2% | +535.8% |
| 5Y | +329.0% | +0.8% | +328.2% | +283.3% |
| All | +588.2% | -49.9% | +638.1% | +666.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling