+71.1%
HCA vs TAP
-2.6%
+73.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.9% | -5.3% | +8.2% | +4.4% |
| 30D | +2.4% | -7.4% | +9.7% | +4.3% |
| 3M | +13.0% | -4.9% | +18.0% | +14.3% |
| 6M | -21.4% | -14.2% | -7.2% | -18.5% |
| YTD | -9.5% | -14.8% | +5.4% | -6.3% |
| 1Y | +7.5% | -18.1% | +25.6% | +12.2% |
| 3Y | +57.6% | -32.7% | +90.3% | +72.5% |
| 5Y | +71.1% | -0.5% | +71.6% | +60.5% |
| All | +71.1% | -2.6% | +73.7% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling