+103.8%
MSTR vs HLT
+142.1%
-38.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -8.3% | -1.6% | -6.7% | -6.6% |
| 30D | +38.1% | -5.0% | +43.1% | +45.8% |
| 3M | +9.0% | -10.4% | +19.4% | +22.9% |
| 6M | -5.3% | +3.2% | -8.6% | -10.4% |
| YTD | -13.8% | +6.7% | -20.5% | -22.6% |
| 1Y | -59.8% | +10.3% | -70.1% | -66.0% |
| 3Y | +282.2% | +99.3% | +182.9% | +51.0% |
| All | +103.8% | +142.1% | -38.3% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling