+87.7%
HST vs TAP
-24.6%
+112.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +3.6% | -6.3% | +9.9% | +5.1% |
| 30D | +9.9% | +2.7% | +7.2% | +9.0% |
| 3M | +12.9% | -3.7% | +16.7% | +13.6% |
| 6M | +22.9% | -2.0% | +24.9% | +22.8% |
| YTD | +52.4% | -12.3% | +64.8% | +55.6% |
| 1Y | +52.5% | -10.1% | +62.6% | +54.4% |
| All | +87.7% | -24.6% | +112.3% | +93.8% |
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