+245.3%
HD vs TAP
-47.8%
+293.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -1.2% | -8.0% | +6.8% | +1.2% |
| 30D | +20.9% | +4.1% | +16.8% | +19.5% |
| 3M | -0.2% | -4.4% | +4.2% | +1.0% |
| 6M | +14.5% | -1.9% | +16.4% | +14.8% |
| YTD | +4.3% | -12.1% | +16.4% | +7.6% |
| 1Y | -3.5% | -12.0% | +8.6% | -0.6% |
| 3Y | +30.1% | -25.0% | +55.1% | +38.5% |
| 5Y | +8.5% | -1.1% | +9.6% | +4.8% |
| 10Y | +245.3% | -47.6% | +292.9% | +246.3% |
| All | +245.3% | -47.8% | +293.1% | +246.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling