+217.2%
HPQ vs TAP
-50.5%
+267.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | +3.5% | -5.3% | +8.8% | +5.5% |
| 30D | +13.7% | -7.4% | +21.0% | +16.8% |
| 3M | +33.9% | -4.9% | +38.8% | +36.2% |
| 6M | +80.9% | -14.2% | +95.1% | +90.2% |
| YTD | +52.6% | -14.8% | +67.4% | +60.3% |
| 1Y | +21.2% | -18.1% | +39.3% | +28.6% |
| 3Y | +26.9% | -32.7% | +59.6% | +42.4% |
| 5Y | +41.1% | -0.5% | +41.6% | +32.9% |
| All | +217.2% | -50.5% | +267.7% | +229.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling