+2,903.2%
HPQ vs TAP
+825.0%
+2,078.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +6.9% | -2.3% | +9.3% | +7.5% |
| 30D | +14.4% | -2.1% | +16.6% | +15.0% |
| 3M | +25.6% | +6.6% | +19.0% | +23.8% |
| 6M | +75.0% | -11.5% | +86.5% | +79.3% |
| YTD | +50.7% | -10.3% | +61.0% | +53.6% |
| 1Y | +18.7% | -14.4% | +33.0% | +21.9% |
| 3Y | +21.5% | -28.3% | +49.8% | +28.5% |
| 5Y | +31.6% | +1.7% | +29.9% | +28.4% |
| 10Y | +216.1% | -49.2% | +265.3% | +241.1% |
| All | +2,903.2% | +825.0% | +2,078.2% | +1,839.8% |
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 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