+521.9%
MSTR vs HAL
-17.4%
+539.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.3% | +0.1% |
| 7D | -14.2% | -0.2% | -14.0% | -14.1% |
| 30D | -19.9% | +1.0% | -20.9% | -20.2% |
| 3M | +27.3% | -2.1% | +29.5% | +27.5% |
| 6M | -37.6% | -17.5% | -20.1% | -34.7% |
| YTD | -19.5% | +18.1% | -37.6% | -24.8% |
| 1Y | -47.1% | +19.7% | -66.8% | -50.8% |
| 3Y | +140.3% | -7.9% | +148.2% | +135.1% |
| 5Y | +49.5% | +53.1% | -3.6% | +27.2% |
| 10Y | +521.9% | -16.8% | +538.6% | +375.5% |
| All | +521.9% | -17.4% | +539.2% | +375.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 10y: compounded portfolio wealth divided by compounded HAL 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…
10y analysis · Full analysis span regression · 6 months rolling