+63.7%
HPE vs TAP
-4.0%
+67.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.6% | +4.2% |
| 7D | +0.3% | -8.0% | +8.3% | -6.6% |
| 30D | -28.6% | +4.1% | -32.6% | -24.7% |
| 3M | -7.4% | -4.4% | -3.0% | -8.7% |
| 6M | +63.7% | -1.9% | +65.6% | +72.5% |
| All | +63.7% | -4.0% | +67.7% | +72.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling