+362.8%
HPE vs TAP
-0.5%
+363.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.3% |
| 7D | +13.6% | -5.1% | +18.7% | +14.4% |
| 30D | +7.7% | -8.4% | +16.2% | +9.0% |
| 3M | +22.4% | -3.9% | +26.3% | +22.3% |
| 6M | +172.6% | -14.4% | +187.0% | +179.3% |
| YTD | +147.5% | -14.7% | +162.3% | +153.0% |
| 1Y | +151.8% | -18.7% | +170.5% | +160.2% |
| 3Y | +267.1% | -32.6% | +299.7% | +295.9% |
| 5Y | +362.8% | -1.4% | +364.2% | +300.2% |
| All | +362.8% | -0.5% | +363.3% | +300.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling