+38.5%
HPQ vs MSCI
-7.4%
+45.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +6.9% | +0.4% | +6.6% | +6.7% |
| 30D | +14.4% | +0.6% | +13.9% | +14.1% |
| 3M | +25.6% | -7.1% | +32.7% | +28.3% |
| 6M | +75.0% | +0.8% | +74.2% | +73.4% |
| YTD | +50.7% | +1.0% | +49.7% | +48.4% |
| 1Y | +18.7% | +4.3% | +14.3% | +14.9% |
| 3Y | +21.5% | +9.9% | +11.6% | +12.7% |
| All | +38.5% | -7.4% | +45.8% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling