+1,120.6%
MSTR vs HAL
+125.0%
+995.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.2% | -12.0% | +10.8% | +1.7% |
| 30D | -15.9% | +0.3% | -16.2% | -16.1% |
| 3M | +33.1% | -1.6% | +34.7% | +33.0% |
| 6M | -31.0% | -20.5% | -10.5% | -27.8% |
| YTD | -15.1% | +14.2% | -29.4% | -18.8% |
| 1Y | -45.6% | +18.9% | -64.5% | -48.5% |
| 3Y | +180.5% | -13.7% | +194.2% | +182.0% |
| 5Y | +61.7% | +42.2% | +19.5% | +44.3% |
| 10Y | +578.0% | -16.7% | +594.7% | +496.8% |
| All | +1,120.6% | +125.0% | +995.6% | +504.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling