+1,573.3%
HWM vs TAP
-50.6%
+1,623.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.1% | -6.6% | -8.8% |
| 7D | -9.2% | -2.3% | -6.9% | -8.0% |
| 30D | -17.9% | -9.4% | -8.5% | -14.1% |
| 3M | -6.0% | -0.8% | -5.2% | -6.5% |
| 6M | -7.4% | -14.7% | +7.4% | -1.5% |
| YTD | +13.1% | -13.9% | +27.0% | +19.1% |
| 1Y | +29.3% | -18.6% | +47.9% | +38.9% |
| 3Y | +389.9% | -32.0% | +421.9% | +456.8% |
| 5Y | +655.5% | -1.0% | +656.5% | +568.7% |
| All | +1,573.3% | -50.6% | +1,623.9% | +1,459.0% |
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