+521.9%
MSTR vs HDB
+64.3%
+457.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -14.2% | +6.9% | -21.1% | -16.9% |
| 30D | -19.9% | +15.2% | -35.1% | -25.1% |
| 3M | +27.3% | +11.7% | +15.6% | +20.4% |
| 6M | -37.6% | +7.5% | -45.1% | -40.4% |
| YTD | -19.5% | -28.8% | +9.3% | -7.3% |
| 1Y | -47.1% | -29.1% | -18.0% | -39.0% |
| 3Y | +140.3% | -7.0% | +147.3% | +136.3% |
| 5Y | +49.5% | -22.1% | +71.6% | +59.2% |
| 10Y | +521.9% | +64.9% | +457.0% | +466.4% |
| All | +521.9% | +64.3% | +457.5% | +466.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling