+102.9%
HIG vs TAP
-33.1%
+136.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.3% | -5.3% | +3.0% | -1.1% |
| 30D | -1.2% | -7.4% | +6.2% | +0.5% |
| 3M | +6.3% | -4.9% | +11.2% | +7.3% |
| 6M | +0.6% | -14.2% | +14.8% | +3.8% |
| YTD | +0.6% | -14.8% | +15.4% | +3.6% |
| 1Y | +6.1% | -18.1% | +24.2% | +10.3% |
| All | +102.9% | -33.1% | +136.0% | +112.5% |
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 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