+99.4%
HLT vs TAP
-33.1%
+132.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.6% | -5.3% | +2.7% | -1.6% |
| 30D | -2.6% | -7.4% | +4.7% | -1.3% |
| 3M | -9.4% | -4.9% | -4.5% | -8.8% |
| 6M | +2.7% | -14.2% | +16.9% | +5.6% |
| YTD | +6.8% | -14.8% | +21.6% | +9.6% |
| 1Y | +12.4% | -18.1% | +30.5% | +16.2% |
| All | +99.4% | -33.1% | +132.5% | +114.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling