+5.3%
HCA vs TAP
-18.5%
+23.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.9% | -5.3% | +8.2% | +3.7% |
| 30D | +2.4% | -7.4% | +9.7% | +3.5% |
| 3M | +13.0% | -4.9% | +18.0% | +13.6% |
| 6M | -21.4% | -14.2% | -7.2% | -21.0% |
| YTD | -9.5% | -14.8% | +5.4% | -8.5% |
| All | +5.3% | -18.5% | +23.8% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling