+261.2%
HL vs TAP
-50.5%
+311.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | -5.6% | -5.3% | -0.4% | -4.1% |
| 30D | +12.7% | -7.4% | +20.1% | +15.4% |
| 3M | +42.5% | -4.9% | +47.4% | +43.9% |
| 6M | -9.0% | -14.2% | +5.2% | -5.4% |
| YTD | +4.4% | -14.8% | +19.2% | +8.2% |
| 1Y | +82.7% | -18.1% | +100.8% | +90.6% |
| 3Y | +406.3% | -32.7% | +439.0% | +456.3% |
| 5Y | +238.2% | -0.5% | +238.6% | +216.2% |
| All | +261.2% | -50.5% | +311.8% | +361.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling