+48.3%
MSTR vs HCA
+114.7%
-66.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -10.7% | +9.0% | -19.7% | -13.5% |
| 30D | -21.6% | +11.8% | -33.4% | -24.8% |
| 3M | +24.4% | +22.1% | +2.3% | +15.0% |
| 6M | -35.5% | +16.4% | -51.8% | -39.6% |
| YTD | -20.3% | +8.6% | -28.9% | -24.3% |
| 1Y | -49.3% | +10.6% | -59.9% | -52.5% |
| 3Y | +137.8% | +121.7% | +16.1% | +28.4% |
| 5Y | +48.3% | +114.5% | -66.1% | -27.1% |
| All | +48.3% | +114.7% | -66.4% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling