-28.5%
HDB vs TAP
-31.5%
+3.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -2.6% |
| 7D | -2.0% | -2.3% | +0.3% | -1.8% |
| 30D | -4.9% | -9.4% | +4.5% | -4.1% |
| 3M | -2.3% | -0.8% | -1.5% | -2.3% |
| 6M | -23.7% | -14.7% | -9.0% | -22.7% |
| YTD | -38.5% | -13.9% | -24.5% | -37.7% |
| 1Y | -36.5% | -18.6% | -17.8% | -35.3% |
| 3Y | -28.5% | -32.0% | +3.6% | -27.3% |
| All | -28.5% | -31.5% | +3.0% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling