+2,071.1%
HCA vs TAP
+38.2%
+2,032.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.6% | -1.4% |
| 7D | +0.8% | +1.3% | -0.4% | +0.3% |
| 30D | +6.1% | +5.7% | +0.4% | +3.8% |
| 3M | +21.4% | -1.9% | +23.3% | +21.6% |
| 6M | +17.2% | +0.9% | +16.2% | +16.0% |
| YTD | +7.5% | -9.5% | +17.0% | +9.8% |
| 1Y | +6.2% | -9.0% | +15.1% | +8.0% |
| 3Y | +122.0% | -22.2% | +144.3% | +134.7% |
| 5Y | +112.2% | +1.2% | +111.0% | +98.8% |
| 10Y | +675.7% | -46.1% | +721.8% | +737.3% |
| All | +2,071.1% | +38.2% | +2,032.9% | +1,381.9% |
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