+1,252.0%
MSTR vs HL
+335.5%
+916.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.1% |
| 7D | +12.2% | +1.5% | +10.7% | +12.0% |
| 30D | +45.2% | +25.1% | +20.1% | +41.8% |
| 3M | +10.4% | +22.9% | -12.5% | +8.1% |
| 6M | -2.5% | -4.9% | +2.4% | -2.1% |
| YTD | -6.0% | +7.8% | -13.9% | -7.4% |
| 1Y | -56.4% | +133.9% | -190.3% | -60.7% |
| 3Y | +306.3% | +380.9% | -74.6% | +236.2% |
| 5Y | +100.5% | +230.2% | -129.7% | +71.2% |
| 10Y | +741.1% | +265.6% | +475.5% | +575.2% |
| All | +1,252.0% | +335.5% | +916.5% | +1,412.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling