+301.7%
HIG vs TAP
-49.9%
+351.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.8% |
| 7D | -1.5% | -3.9% | +2.4% | 0.0% |
| 30D | -0.4% | -5.3% | +4.9% | +1.6% |
| 3M | +6.7% | -3.8% | +10.4% | +7.8% |
| 6M | +2.0% | -11.4% | +13.3% | +5.9% |
| YTD | +0.3% | -13.7% | +14.0% | +4.8% |
| 1Y | +4.2% | -17.2% | +21.4% | +10.2% |
| 3Y | +102.2% | -33.1% | +135.3% | +128.9% |
| 5Y | +118.5% | +0.8% | +117.7% | +100.9% |
| All | +301.7% | -49.9% | +351.6% | +277.9% |
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