+141.1%
HPQ vs MSCI
+2,756.4%
-2,615.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.0% |
| 3Y | +21.5% | +9.9% | +11.6% | +13.1% |
| 5Y | +31.6% | -6.8% | +38.3% | +26.9% |
| 10Y | +216.1% | +614.7% | -398.6% | +44.1% |
| All | +141.1% | +2,756.4% | -2,615.3% | -32.5% |
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