+137.9%
HST vs TAP
-49.5%
+187.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.2% |
| 7D | -1.1% | -7.8% | +6.7% | +2.2% |
| 30D | +11.6% | +7.1% | +4.5% | +7.9% |
| 3M | +9.5% | -7.0% | +16.6% | +12.2% |
| 6M | +18.9% | -3.8% | +22.7% | +19.4% |
| YTD | +51.0% | -11.7% | +62.7% | +56.0% |
| 1Y | +53.0% | -10.1% | +63.1% | +56.5% |
| 3Y | +87.5% | -23.7% | +111.2% | +101.9% |
| 5Y | +76.7% | +2.9% | +73.8% | +60.4% |
| 10Y | +137.9% | -49.5% | +187.4% | +120.6% |
| All | +137.9% | -49.5% | +187.4% | +120.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling