+348.5%
HWM vs TAP
-24.3%
+372.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.3% |
| 7D | +5.0% | -8.0% | +13.0% | +5.4% |
| 30D | +1.5% | +4.1% | -2.5% | +1.1% |
| 3M | -20.3% | -4.4% | -16.0% | -20.1% |
| 6M | -18.0% | -1.9% | -16.1% | -18.0% |
| YTD | +9.5% | -12.1% | +21.6% | +10.8% |
| 1Y | +7.5% | -12.0% | +19.5% | +8.7% |
| All | +348.5% | -24.3% | +372.8% | +342.2% |
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