+3,421.6%
MSTR vs HBM
+613.3%
+2,808.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | +12.2% | -6.4% | +18.5% | +14.1% |
| 30D | +45.2% | +5.9% | +39.3% | +43.4% |
| 3M | +10.4% | -8.9% | +19.3% | +13.0% |
| 6M | -2.5% | +10.7% | -13.2% | -5.7% |
| YTD | -6.0% | +38.3% | -44.3% | -14.7% |
| 1Y | -56.4% | +121.3% | -177.7% | -65.0% |
| 3Y | +306.3% | +450.6% | -144.3% | +159.9% |
| 5Y | +100.5% | +338.0% | -237.5% | +33.2% |
| 10Y | +741.1% | +578.6% | +162.5% | +362.7% |
| All | +3,421.6% | +613.3% | +2,808.2% | +1,698.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling