+3,769.4%
HDB vs TAP
+175.3%
+3,594.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +0.4% | -2.3% | +2.7% | +1.2% |
| 30D | -2.8% | -2.1% | -0.7% | -2.2% |
| 3M | -3.5% | +6.6% | -10.2% | -6.2% |
| 6M | -24.7% | -11.5% | -13.2% | -22.1% |
| YTD | -36.6% | -10.3% | -26.3% | -34.9% |
| 1Y | -34.4% | -14.4% | -20.0% | -31.8% |
| 3Y | -24.4% | -28.3% | +3.9% | -18.2% |
| 5Y | -35.4% | +1.7% | -37.1% | -40.4% |
| 10Y | +39.5% | -49.2% | +88.8% | +57.1% |
| All | +3,769.4% | +175.3% | +3,594.2% | +2,205.1% |
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