+1,099.0%
MSTR vs HCA
+1,648.5%
-549.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | +12.2% | -3.1% | +15.2% | +13.4% |
| 30D | +45.2% | -1.1% | +46.3% | +45.7% |
| 3M | +10.4% | +12.2% | -1.8% | +5.4% |
| 6M | -2.5% | -25.3% | +22.9% | +6.3% |
| YTD | -6.0% | -12.9% | +6.9% | -3.4% |
| 1Y | -56.4% | -0.9% | -55.5% | -57.3% |
| 3Y | +306.3% | +47.6% | +258.7% | +230.9% |
| 5Y | +100.5% | +67.0% | +33.5% | +56.1% |
| 10Y | +741.1% | +471.4% | +269.6% | +302.9% |
| All | +1,099.0% | +1,648.5% | -549.5% | +245.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling