+119.8%
HIG vs TAP
-0.5%
+120.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -0.5% | -5.1% | +4.6% | +1.0% |
| 30D | -2.8% | -8.4% | +5.6% | -0.4% |
| 3M | +6.3% | -3.9% | +10.3% | +7.2% |
| 6M | -0.1% | -14.4% | +14.3% | +3.9% |
| YTD | +0.4% | -14.7% | +15.2% | +4.2% |
| 1Y | +6.2% | -18.7% | +24.9% | +11.6% |
| 3Y | +101.6% | -32.6% | +134.3% | +121.8% |
| 5Y | +119.8% | -1.4% | +121.3% | +96.7% |
| All | +119.8% | -0.5% | +120.4% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling