+636.8%
HLT vs TAP
-1.7%
+638.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.1% |
| 7D | -1.5% | -5.1% | +3.6% | +0.1% |
| 30D | -1.2% | -8.4% | +7.2% | +1.2% |
| 3M | -10.3% | -3.9% | -6.4% | -9.7% |
| 6M | +1.3% | -14.4% | +15.6% | +5.3% |
| YTD | +7.0% | -14.7% | +21.8% | +11.1% |
| 1Y | +11.9% | -18.7% | +30.5% | +17.5% |
| 3Y | +100.7% | -32.6% | +133.3% | +120.1% |
| 5Y | +147.5% | -1.4% | +148.9% | +137.6% |
| 10Y | +586.5% | -50.4% | +636.9% | +624.2% |
| All | +636.8% | -1.7% | +638.5% | +543.4% |
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