+60.4%
HCA vs TAP
-32.3%
+92.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.1% |
| 7D | +5.4% | -3.9% | +9.3% | +6.3% |
| 30D | +3.0% | -5.3% | +8.2% | +4.1% |
| 3M | +13.0% | -3.8% | +16.8% | +13.8% |
| 6M | -20.3% | -11.4% | -8.9% | -18.6% |
| YTD | -8.2% | -13.7% | +5.5% | -6.1% |
| 1Y | +6.7% | -17.2% | +23.9% | +10.1% |
| 3Y | +60.4% | -33.1% | +93.4% | +68.0% |
| All | +60.4% | -32.3% | +92.6% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling