+112.0%
HPQ vs MSCI
+3,174.4%
-3,062.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | 0.0% |
| 7D | +0.5% | +2.7% | -2.1% | -0.4% |
| 30D | -5.9% | +16.2% | -22.1% | -11.1% |
| 3M | -3.7% | +17.1% | -20.8% | -9.3% |
| 6M | +28.1% | +13.0% | +15.1% | +21.7% |
| YTD | +32.5% | +15.8% | +16.7% | +24.0% |
| 1Y | +18.1% | +15.5% | +2.6% | +10.5% |
| 3Y | +16.4% | +32.3% | -15.9% | +1.3% |
| 5Y | +8.9% | +8.2% | +0.7% | -0.4% |
| 10Y | +157.6% | +800.7% | -643.1% | +8.3% |
| All | +112.0% | +3,174.4% | -3,062.4% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling