+526.8%
MSTR vs HL
+110.9%
+415.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.3% | +3.7% | -1.7% |
| 7D | -10.7% | +8.2% | -18.9% | -12.6% |
| 30D | -21.6% | -16.3% | -5.3% | -18.0% |
| 3M | +24.4% | -18.6% | +43.0% | +31.0% |
| 6M | -35.5% | -23.2% | -12.3% | -31.4% |
| YTD | -20.3% | -25.5% | +5.2% | -16.3% |
| 1Y | -49.3% | -4.8% | -44.5% | -50.0% |
| 3Y | +137.8% | +281.4% | -143.6% | +57.8% |
| 5Y | +48.3% | +137.8% | -89.5% | +6.8% |
| 10Y | +526.8% | +135.5% | +391.3% | +293.6% |
| All | +526.8% | +110.9% | +415.9% | +293.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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