+275.2%
MSTR vs HCA
+57.5%
+217.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -11.2% | +2.9% | -14.2% | -11.0% |
| 30D | +33.8% | +2.4% | +31.4% | +34.0% |
| 3M | +11.5% | +13.0% | -1.6% | +13.1% |
| 6M | -7.2% | -21.4% | +14.2% | -9.5% |
| YTD | -15.4% | -9.5% | -5.9% | -15.7% |
| 1Y | -60.6% | +7.5% | -68.2% | -59.9% |
| All | +275.2% | +57.5% | +217.7% | +301.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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