+621.7%
HPE vs TAP
-39.0%
+660.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | -0.6% | -2.3% | +1.7% | +0.2% |
| 30D | -2.3% | -2.1% | -0.1% | -1.8% |
| 3M | -2.9% | +6.6% | -9.5% | -6.4% |
| 6M | +143.6% | -11.5% | +155.1% | +150.6% |
| YTD | +118.5% | -10.3% | +128.8% | +122.6% |
| 1Y | +129.2% | -14.4% | +143.6% | +136.6% |
| 3Y | +212.5% | -28.3% | +240.8% | +238.6% |
| 5Y | +286.9% | +1.7% | +285.2% | +246.5% |
| 10Y | +432.3% | -49.2% | +481.6% | +460.7% |
| All | +621.7% | -39.0% | +660.7% | +563.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling