+390.2%
HPE vs TAP
-47.8%
+438.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.6% | +5.1% |
| 7D | +0.3% | -8.0% | +8.3% | +2.9% |
| 30D | -28.6% | +4.1% | -32.6% | -30.1% |
| 3M | -7.4% | -4.4% | -3.0% | -7.2% |
| 6M | +63.7% | -1.9% | +65.6% | +60.5% |
| YTD | +111.7% | -12.1% | +123.8% | +114.6% |
| 1Y | +123.5% | -12.0% | +135.5% | +126.0% |
| 3Y | +238.7% | -25.0% | +263.7% | +255.3% |
| 5Y | +261.0% | -1.1% | +262.1% | +223.7% |
| 10Y | +390.2% | -47.6% | +437.8% | +353.9% |
| All | +390.2% | -47.8% | +438.0% | +353.9% |
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