+529.0%
HPE vs TAP
-50.5%
+579.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.4% |
| 7D | +13.6% | -5.1% | +18.7% | +15.5% |
| 30D | +7.7% | -8.4% | +16.2% | +10.6% |
| 3M | +22.4% | -3.9% | +26.3% | +22.4% |
| 6M | +172.6% | -14.4% | +187.0% | +182.8% |
| YTD | +147.5% | -14.7% | +162.3% | +156.0% |
| 1Y | +151.8% | -18.7% | +170.5% | +163.9% |
| 3Y | +267.1% | -32.6% | +299.7% | +305.6% |
| 5Y | +362.8% | -1.4% | +364.2% | +317.8% |
| All | +529.0% | -50.5% | +579.5% | +507.3% |
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