+112.3%
HPQ vs MSCI
+3,095.4%
-2,983.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.1% | -2.5% |
| 7D | -1.1% | +2.8% | -3.9% | -2.1% |
| 30D | -11.7% | +15.4% | -27.1% | -16.4% |
| 3M | +2.0% | +13.4% | -11.4% | -2.8% |
| 6M | +35.9% | +10.9% | +24.9% | +30.0% |
| YTD | +32.7% | +13.0% | +19.7% | +25.3% |
| 1Y | +14.3% | +12.0% | +2.3% | +8.2% |
| 3Y | +17.8% | +34.1% | -16.3% | +2.0% |
| 5Y | +7.6% | +3.9% | +3.7% | -0.1% |
| 10Y | +171.7% | +802.0% | -630.3% | +14.2% |
| All | +112.3% | +3,095.4% | -2,983.1% | -43.0% |
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