+570.4%
MSTR vs HDB
+57.5%
+512.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.1% |
| 7D | -1.2% | +13.3% | -14.6% | -6.8% |
| 30D | -15.9% | +13.6% | -29.5% | -20.9% |
| 3M | +33.1% | +5.8% | +27.4% | +29.2% |
| 6M | -31.0% | -1.9% | -29.1% | -31.3% |
| YTD | -15.1% | -31.2% | +16.0% | -0.7% |
| 1Y | -45.6% | -29.6% | -16.1% | -37.1% |
| 3Y | +180.5% | -10.1% | +190.6% | +180.2% |
| 5Y | +61.7% | -24.3% | +86.0% | +74.8% |
| All | +570.4% | +57.5% | +512.9% | +522.7% |
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