+942.5%
HIG vs TAP
+602.0%
+340.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -0.6% |
| 7D | -1.1% | -2.3% | +1.2% | -0.3% |
| 30D | -4.9% | -9.4% | +4.5% | -1.8% |
| 3M | +6.8% | -0.8% | +7.6% | +6.7% |
| 6M | -1.7% | -14.7% | +13.1% | +3.0% |
| YTD | -0.2% | -13.9% | +13.7% | +3.8% |
| 1Y | +5.7% | -18.6% | +24.3% | +11.7% |
| 3Y | +100.3% | -32.0% | +132.3% | +121.5% |
| 5Y | +118.5% | -1.0% | +119.5% | +109.2% |
| 10Y | +309.7% | -51.4% | +361.1% | +370.6% |
| All | +942.5% | +602.0% | +340.5% | +619.8% |
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