+18.4%
HPQ vs MSCI
-1.7%
+20.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.4% | +4.8% |
| 7D | +2.2% | -1.1% | +3.3% | +2.6% |
| 30D | +9.7% | -1.2% | +10.9% | +10.1% |
| 3M | +32.7% | -8.4% | +41.1% | +34.9% |
| 6M | +77.7% | -1.0% | +78.7% | +77.8% |
| YTD | +51.0% | -2.3% | +53.3% | +52.3% |
| 1Y | +18.4% | -1.2% | +19.6% | +18.6% |
| All | +18.4% | -1.7% | +20.1% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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