+386.8%
HPQ vs MKSI
+2,229.0%
-1,842.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +4.0% | +4.6% |
| 7D | +2.2% | +6.6% | -4.4% | +0.2% |
| 30D | +9.7% | -8.2% | +18.0% | +12.1% |
| 3M | +32.7% | -16.4% | +49.1% | +35.0% |
| 6M | +77.7% | +23.0% | +54.7% | +57.5% |
| YTD | +51.0% | +68.2% | -17.2% | +19.2% |
| 1Y | +18.4% | +148.6% | -130.2% | -18.8% |
| 3Y | +25.6% | +196.0% | -170.4% | -23.2% |
| 5Y | +38.6% | +87.4% | -48.7% | -4.9% |
| 10Y | +226.1% | +523.8% | -297.7% | +42.3% |
| All | +386.8% | +2,229.0% | -1,842.1% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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