+120.4%
MSTR vs HBM
+349.4%
-229.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | +12.2% | -6.4% | +18.5% | +16.0% |
| 30D | +45.2% | +5.9% | +39.3% | +41.6% |
| 3M | +10.4% | -8.9% | +19.3% | +14.8% |
| 6M | -2.5% | +10.7% | -13.2% | -9.9% |
| YTD | -6.0% | +38.3% | -44.3% | -24.4% |
| 1Y | -56.4% | +121.3% | -177.7% | -73.2% |
| 3Y | +306.3% | +450.6% | -144.3% | +42.3% |
| All | +120.4% | +349.4% | -229.0% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling