+645.5%
MSTR vs HLT
+590.3%
+55.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -2.9% |
| 7D | -11.2% | -2.6% | -8.6% | -9.5% |
| 30D | +33.8% | -2.6% | +36.4% | +36.0% |
| 3M | +11.5% | -9.4% | +20.9% | +19.6% |
| 6M | -7.2% | +2.7% | -9.9% | -9.4% |
| YTD | -15.4% | +6.8% | -22.2% | -20.2% |
| 1Y | -60.6% | +12.4% | -73.0% | -64.6% |
| 3Y | +260.8% | +100.2% | +160.7% | +119.7% |
| 5Y | +108.8% | +143.7% | -34.9% | +21.4% |
| All | +645.5% | +590.3% | +55.2% | +206.4% |
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