+67.5%
HST vs TAP
-28.0%
+95.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | -1.0% | -2.3% | +1.3% | -0.5% |
| 30D | -12.3% | -2.1% | -10.1% | -11.9% |
| 3M | -6.4% | +6.6% | -13.0% | -8.0% |
| 6M | +15.0% | -11.5% | +26.5% | +18.0% |
| YTD | +30.5% | -10.3% | +40.8% | +32.8% |
| 1Y | +35.7% | -14.4% | +50.1% | +39.8% |
| All | +67.5% | -28.0% | +95.5% | +76.4% |
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 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