+645.5%
MSTR vs HL
+278.2%
+367.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -2.1% |
| 7D | -11.2% | -5.6% | -5.6% | -10.0% |
| 30D | +33.8% | +12.7% | +21.0% | +30.1% |
| 3M | +11.5% | +42.5% | -31.1% | +2.4% |
| 6M | -7.2% | -9.0% | +1.9% | -5.7% |
| YTD | -15.4% | +4.4% | -19.8% | -18.1% |
| 1Y | -60.6% | +82.7% | -143.3% | -67.3% |
| 3Y | +260.8% | +406.3% | -145.4% | +124.1% |
| 5Y | +108.8% | +238.2% | -129.3% | +39.2% |
| All | +645.5% | +278.2% | +367.3% | +336.6% |
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