-36.5%
HDB vs TAP
-19.0%
-17.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -2.7% |
| 7D | -2.0% | -2.3% | +0.3% | -1.9% |
| 30D | -4.9% | -9.4% | +4.5% | -4.3% |
| 3M | -2.3% | -0.8% | -1.5% | -2.2% |
| 6M | -23.7% | -14.7% | -9.0% | -22.9% |
| YTD | -38.5% | -13.9% | -24.5% | -37.9% |
| 1Y | -36.5% | -18.6% | -17.8% | -35.5% |
| All | -36.5% | -19.0% | -17.5% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling