+489.7%
HPE vs TAP
-50.5%
+540.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.1% | -6.1% | -6.2% |
| 7D | +1.4% | -5.3% | +6.7% | +3.1% |
| 30D | +1.5% | -7.4% | +8.9% | +3.8% |
| 3M | +21.7% | -4.9% | +26.7% | +22.2% |
| 6M | +164.2% | -14.2% | +178.4% | +173.8% |
| YTD | +132.1% | -14.8% | +146.9% | +140.1% |
| 1Y | +130.6% | -18.1% | +148.7% | +141.0% |
| 3Y | +244.1% | -32.7% | +276.8% | +280.4% |
| 5Y | +340.8% | -0.5% | +341.3% | +296.2% |
| All | +489.7% | -50.5% | +540.3% | +469.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling