+243.3%
HL vs TAP
0.0%
+243.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.2% |
| 7D | +7.1% | -2.3% | +9.4% | +7.6% |
| 30D | +21.4% | -9.4% | +30.8% | +23.8% |
| 3M | +37.4% | -0.8% | +38.2% | +37.0% |
| 6M | +0.4% | -14.7% | +15.1% | +3.6% |
| YTD | +6.7% | -13.9% | +20.6% | +9.3% |
| 1Y | +102.4% | -18.6% | +121.0% | +110.1% |
| 3Y | +417.4% | -32.0% | +449.4% | +463.2% |
| 5Y | +243.3% | -1.0% | +244.3% | +221.7% |
| All | +243.3% | 0.0% | +243.4% | +221.7% |
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