+554.5%
MSTR vs HBM
+328.6%
+225.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.0% | -11.6% | -5.6% |
| 7D | -4.0% | +5.0% | -9.0% | -5.6% |
| 30D | -18.6% | -12.7% | -5.9% | -14.9% |
| 3M | +25.6% | -17.4% | +43.0% | +33.9% |
| 6M | -33.1% | -8.9% | -24.2% | -31.6% |
| YTD | -17.3% | +14.9% | -32.3% | -23.0% |
| 1Y | -48.1% | +41.4% | -89.5% | -54.9% |
| 3Y | +154.2% | +462.1% | -307.9% | +41.7% |
| 5Y | +46.2% | +224.0% | -177.8% | -8.3% |
| 10Y | +554.5% | +320.9% | +233.6% | +255.9% |
| All | +554.5% | +328.6% | +225.9% | +255.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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