+690.7%
MSTR vs HBM
+599.4%
+91.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.8% | -10.1% | -6.3% |
| 7D | +9.3% | +7.4% | +2.0% | +6.7% |
| 30D | +36.5% | +5.1% | +31.4% | +34.5% |
| 3M | +7.3% | +11.1% | -3.8% | +3.7% |
| 6M | +2.2% | +30.2% | -28.0% | -7.3% |
| YTD | -10.2% | +46.2% | -56.4% | -22.4% |
| 1Y | -58.6% | +120.0% | -178.7% | -68.9% |
| 3Y | +283.2% | +527.4% | -244.2% | +105.9% |
| 5Y | +113.8% | +400.4% | -286.6% | +20.4% |
| 10Y | +690.7% | +621.5% | +69.2% | +287.7% |
| All | +690.7% | +599.4% | +91.3% | +287.7% |
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