-46.5%
MSTR vs HL
-15.4%
-31.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.6% | -1.7% |
| 7D | -13.4% | -11.1% | -2.3% | -9.4% |
| 30D | -22.1% | -12.1% | -10.0% | -18.1% |
| 3M | +15.0% | -26.1% | +41.1% | +29.0% |
| 6M | -37.3% | -37.7% | +0.4% | -27.6% |
| YTD | -26.5% | -31.7% | +5.2% | -18.8% |
| 1Y | -46.5% | -11.6% | -34.8% | -44.9% |
| All | -46.5% | -15.4% | -31.1% | -44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling