+151.8%
HPE vs TAP
-19.6%
+171.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +4.8% |
| 7D | +13.6% | -5.1% | +18.7% | +11.8% |
| 30D | +7.7% | -8.4% | +16.2% | +4.9% |
| 3M | +22.4% | -3.9% | +26.3% | +21.9% |
| 6M | +172.6% | -14.4% | +187.0% | +171.6% |
| YTD | +147.5% | -14.7% | +162.3% | +148.2% |
| 1Y | +151.8% | -18.7% | +170.5% | +151.5% |
| All | +151.8% | -19.6% | +171.4% | +151.5% |
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