+481.0%
MSTR vs HBM
+281.1%
+199.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.1% |
| 7D | -13.4% | +2.2% | -15.7% | -14.2% |
| 30D | -22.1% | -11.8% | -10.3% | -18.7% |
| 3M | +15.0% | -19.2% | +34.2% | +23.7% |
| 6M | -37.3% | -22.9% | -14.4% | -32.2% |
| YTD | -26.5% | +7.8% | -34.3% | -30.0% |
| 1Y | -46.5% | +34.9% | -81.4% | -52.8% |
| 3Y | +121.1% | +422.2% | -301.1% | +26.1% |
| 5Y | +37.5% | +192.8% | -155.3% | -11.3% |
| All | +481.0% | +281.1% | +199.9% | +222.2% |
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