+1,484.2%
HWM vs TAP
-49.1%
+1,533.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -1.8% | -4.5% | +2.8% | +0.1% |
| 30D | -2.7% | +7.5% | -10.2% | -6.5% |
| 3M | -22.7% | -4.9% | -17.9% | -21.7% |
| 6M | -18.9% | -3.5% | -15.5% | -19.2% |
| YTD | +7.1% | -11.4% | +18.5% | +10.2% |
| 1Y | +4.7% | -10.8% | +15.5% | +7.1% |
| 3Y | +345.6% | -24.5% | +370.1% | +375.8% |
| 5Y | +588.3% | +2.5% | +585.8% | +494.0% |
| 10Y | +1,516.2% | -47.6% | +1,563.7% | +1,394.9% |
| All | +1,484.2% | -49.1% | +1,533.4% | +1,342.7% |
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