+1,511.7%
HST vs TAP
+821.1%
+690.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.2% |
| 7D | -2.7% | +0.5% | -3.2% | -2.9% |
| 30D | +10.7% | +9.1% | +1.6% | +7.8% |
| 3M | +6.3% | -3.8% | +10.0% | +7.0% |
| 6M | +19.0% | -3.4% | +22.4% | +19.3% |
| YTD | +47.0% | -10.6% | +57.7% | +49.9% |
| 1Y | +53.4% | -4.4% | +57.9% | +53.4% |
| 3Y | +78.0% | -24.4% | +102.4% | +87.8% |
| 5Y | +71.7% | +2.1% | +69.6% | +65.6% |
| 10Y | +146.2% | -48.7% | +194.9% | +172.6% |
| All | +1,511.7% | +821.1% | +690.6% | +962.9% |
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