+20.0%
HPQ vs TAP
-18.3%
+38.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.9% | +5.1% |
| 7D | +2.2% | -5.1% | +7.3% | +3.5% |
| 30D | +9.7% | -8.4% | +18.2% | +11.8% |
| 3M | +32.7% | -3.9% | +36.7% | +34.4% |
| 6M | +77.7% | -14.4% | +92.1% | +81.3% |
| YTD | +51.0% | -14.7% | +65.7% | +54.6% |
| All | +20.0% | -18.3% | +38.3% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling