+122.7%
HPE vs TAP
-10.1%
+132.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.3% |
| 7D | +13.6% | -6.3% | +19.9% | +10.3% |
| 30D | -27.1% | +2.7% | -29.8% | -25.7% |
| 3M | -14.5% | -3.7% | -10.7% | -14.5% |
| 6M | +66.9% | -2.0% | +69.0% | +70.4% |
| YTD | +111.3% | -12.3% | +123.7% | +116.9% |
| All | +122.7% | -10.1% | +132.8% | +127.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling