+249.2%
HPE vs TAP
-31.5%
+280.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.1% | +11.8% | +7.6% |
| 7D | +10.1% | -2.3% | +12.5% | +10.0% |
| 30D | +5.3% | -9.4% | +14.7% | +5.1% |
| 3M | +12.7% | -0.8% | +13.5% | +12.3% |
| 6M | +167.7% | -14.7% | +182.4% | +171.5% |
| YTD | +135.5% | -13.9% | +149.4% | +138.1% |
| 1Y | +143.4% | -18.6% | +162.0% | +148.4% |
| 3Y | +249.2% | -32.0% | +281.2% | +259.8% |
| All | +249.2% | -31.5% | +280.7% | +259.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling