+304.5%
MSTR vs HL
+407.7%
-103.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.7% |
| 7D | +12.2% | +1.5% | +10.7% | +11.6% |
| 30D | +45.2% | +25.1% | +20.1% | +36.4% |
| 3M | +10.4% | +22.9% | -12.5% | +4.0% |
| 6M | -2.5% | -4.9% | +2.4% | -2.8% |
| YTD | -6.0% | +7.8% | -13.9% | -10.7% |
| 1Y | -56.4% | +133.9% | -190.3% | -67.4% |
| All | +304.5% | +407.7% | -103.3% | +128.4% |
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