+554.5%
MSTR vs HAL
-18.5%
+573.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -4.0% | -7.9% | +3.9% | -1.7% |
| 30D | -18.6% | -2.1% | -16.6% | -18.3% |
| 3M | +25.6% | +0.4% | +25.1% | +24.7% |
| 6M | -33.1% | -19.2% | -13.8% | -29.6% |
| YTD | -17.3% | +14.4% | -31.7% | -22.0% |
| 1Y | -48.1% | +18.0% | -66.1% | -51.5% |
| 3Y | +154.2% | -9.7% | +163.9% | +150.2% |
| 5Y | +46.2% | +40.1% | +6.1% | +27.2% |
| 10Y | +554.5% | -19.1% | +573.6% | +406.0% |
| All | +554.5% | -18.5% | +573.0% | +406.0% |
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