+180.5%
MSTR vs HL
+246.8%
-66.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.9% |
| 7D | -1.2% | +8.9% | -10.2% | -3.9% |
| 30D | -15.9% | -10.1% | -5.9% | -13.1% |
| 3M | +33.1% | -7.0% | +40.2% | +36.3% |
| 6M | -31.0% | -18.8% | -12.2% | -27.1% |
| YTD | -15.1% | -23.1% | +8.0% | -11.1% |
| 1Y | -45.6% | +8.9% | -54.5% | -48.4% |
| 3Y | +180.5% | +255.0% | -74.5% | +69.6% |
| All | +180.5% | +246.8% | -66.2% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling