+33,321.4%
HD vs TAP
+821.1%
+32,500.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.9% |
| 7D | +4.3% | +0.5% | +3.8% | +4.2% |
| 30D | +20.2% | +9.1% | +11.0% | +18.0% |
| 3M | -1.0% | -3.8% | +2.8% | -0.3% |
| 6M | +7.9% | -3.4% | +11.3% | +8.5% |
| YTD | +2.0% | -10.6% | +12.6% | +4.1% |
| 1Y | -4.3% | -4.4% | +0.1% | -3.8% |
| 3Y | +25.9% | -24.4% | +50.3% | +32.0% |
| 5Y | +5.8% | +2.1% | +3.7% | +3.0% |
| 10Y | +262.5% | -48.7% | +311.3% | +290.4% |
| All | +33,321.4% | +821.1% | +32,500.2% | +19,015.6% |
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