+180.5%
MSTR vs HBM
+348.5%
-168.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.1% |
| 7D | -1.2% | -3.6% | +2.4% | +0.7% |
| 30D | -15.9% | -19.2% | +3.2% | -6.8% |
| 3M | +33.1% | -20.5% | +53.6% | +48.7% |
| 6M | -31.0% | -12.8% | -18.2% | -27.5% |
| YTD | -15.1% | +5.4% | -20.6% | -21.2% |
| 1Y | -45.6% | +33.0% | -78.6% | -55.4% |
| 3Y | +180.5% | +357.3% | -176.8% | +26.5% |
| All | +180.5% | +348.5% | -168.0% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling