+287.2%
MSTR vs HLT
+99.5%
+187.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.5% |
| 7D | +7.7% | -1.5% | +9.2% | +9.2% |
| 30D | +36.3% | -1.2% | +37.6% | +37.1% |
| 3M | +13.4% | -10.3% | +23.7% | +24.3% |
| 6M | -4.5% | +1.3% | -5.8% | -6.8% |
| YTD | -12.7% | +7.0% | -19.7% | -19.8% |
| 1Y | -59.6% | +11.9% | -71.5% | -65.0% |
| All | +287.2% | +99.5% | +187.7% | +122.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling