+213.9%
HPQ vs TAP
-50.5%
+264.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.9% | +5.3% |
| 7D | +2.2% | -5.1% | +7.3% | +4.2% |
| 30D | +9.7% | -8.4% | +18.2% | +13.2% |
| 3M | +32.7% | -3.9% | +36.7% | +34.5% |
| 6M | +77.7% | -14.4% | +92.1% | +87.0% |
| YTD | +51.0% | -14.7% | +65.7% | +58.6% |
| 1Y | +18.4% | -18.7% | +37.1% | +26.0% |
| 3Y | +25.6% | -32.6% | +58.2% | +40.9% |
| 5Y | +38.6% | -1.4% | +40.0% | +31.0% |
| All | +213.9% | -50.5% | +264.4% | +225.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling