+59.1%
HL vs TAP
+825.0%
-765.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +1.5% | -2.3% | +3.8% | +1.9% |
| 30D | +25.1% | -2.1% | +27.2% | +25.4% |
| 3M | +22.9% | +6.6% | +16.3% | +21.3% |
| 6M | -4.9% | -11.5% | +6.6% | -3.6% |
| YTD | +7.8% | -10.3% | +18.1% | +9.0% |
| 1Y | +133.9% | -14.4% | +148.3% | +137.2% |
| 3Y | +380.9% | -28.3% | +409.2% | +398.2% |
| 5Y | +230.2% | +1.7% | +228.5% | +223.7% |
| 10Y | +265.6% | -49.2% | +314.8% | +283.4% |
| All | +59.1% | +825.0% | -765.9% | +76.2% |
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