+1,645.7%
HCA vs TAP
+31.5%
+1,614.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.7% |
| 7D | -2.8% | -2.3% | -0.5% | -2.1% |
| 30D | -2.7% | -9.4% | +6.7% | +0.5% |
| 3M | +11.5% | -0.8% | +12.3% | +11.5% |
| 6M | -24.3% | -14.7% | -9.5% | -20.4% |
| YTD | -13.6% | -13.9% | +0.4% | -9.9% |
| 1Y | -3.2% | -18.6% | +15.4% | +2.5% |
| 3Y | +50.4% | -32.0% | +82.4% | +67.2% |
| 5Y | +64.8% | -1.0% | +65.8% | +55.7% |
| 10Y | +456.5% | -51.4% | +507.9% | +525.4% |
| All | +1,645.7% | +31.5% | +1,614.3% | +1,116.8% |
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