+526.8%
MSTR vs HBM
+301.8%
+225.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.7% | +0.1% | -2.4% |
| 7D | -10.7% | +2.4% | -13.1% | -11.5% |
| 30D | -21.6% | -16.0% | -5.6% | -16.9% |
| 3M | +24.4% | -21.3% | +45.7% | +34.8% |
| 6M | -35.5% | -12.2% | -23.2% | -33.3% |
| YTD | -20.3% | +10.7% | -31.0% | -24.8% |
| 1Y | -49.3% | +30.3% | -79.6% | -54.8% |
| 3Y | +137.8% | +432.2% | -294.5% | +34.8% |
| 5Y | +48.3% | +218.8% | -170.5% | -6.3% |
| 10Y | +526.8% | +281.4% | +245.4% | +245.1% |
| All | +526.8% | +301.8% | +225.0% | +245.1% |
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