+2,627.7%
HPQ vs TAP
+832.8%
+1,794.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.6% | +1.0% |
| 7D | +3.2% | +1.3% | +1.9% | +2.9% |
| 30D | -3.6% | +5.7% | -9.3% | -4.9% |
| 3M | -5.3% | -1.9% | -3.4% | -5.0% |
| 6M | +41.1% | +0.9% | +40.2% | +40.6% |
| YTD | +36.9% | -9.5% | +46.4% | +39.1% |
| 1Y | +23.5% | -9.0% | +32.5% | +25.3% |
| 3Y | +19.6% | -22.2% | +41.8% | +24.4% |
| 5Y | +11.4% | +1.2% | +10.2% | +8.8% |
| 10Y | +160.6% | -46.1% | +206.7% | +178.1% |
| All | +2,627.7% | +832.8% | +1,794.9% | +1,657.2% |
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