+481.0%
MSTR vs HLT
+694.7%
-213.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -13.4% | +0.7% | -14.1% | -13.9% |
| 30D | -22.1% | +13.7% | -35.8% | -29.0% |
| 3M | +15.0% | +16.3% | -1.4% | +2.9% |
| 6M | -37.3% | +19.9% | -57.2% | -45.3% |
| YTD | -26.5% | +30.1% | -56.6% | -39.9% |
| 1Y | -46.5% | +38.5% | -85.0% | -58.5% |
| 3Y | +121.1% | +131.0% | -10.0% | +20.8% |
| 5Y | +37.5% | +163.7% | -126.2% | -27.3% |
| All | +481.0% | +694.7% | -213.7% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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