+155.0%
HPQ vs ACWI
+356.8%
-201.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.3% |
| 7D | +6.9% | +0.5% | +6.4% | +6.4% |
| 30D | +14.4% | +0.9% | +13.6% | +13.5% |
| 3M | +25.6% | +2.4% | +23.2% | +22.2% |
| 6M | +75.0% | +12.4% | +62.7% | +54.1% |
| YTD | +50.7% | +15.2% | +35.5% | +29.2% |
| 1Y | +18.7% | +22.7% | -4.1% | -4.5% |
| 3Y | +21.5% | +75.8% | -54.3% | -31.5% |
| 5Y | +31.6% | +67.7% | -36.2% | -21.1% |
| 10Y | +216.1% | +229.0% | -12.9% | +4.4% |
| All | +155.0% | +356.8% | -201.8% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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