+1,017.3%
MSTR vs HLT
+637.7%
+379.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -3.0% |
| 7D | +9.3% | -2.4% | +11.7% | +11.2% |
| 30D | +36.5% | -4.1% | +40.6% | +40.0% |
| 3M | +7.3% | -10.6% | +17.9% | +15.5% |
| 6M | +2.2% | +2.0% | +0.2% | +0.5% |
| YTD | -10.2% | +6.1% | -16.3% | -14.5% |
| 1Y | -58.6% | +9.8% | -68.4% | -61.8% |
| 3Y | +283.2% | +99.0% | +184.2% | +145.5% |
| 5Y | +113.8% | +151.5% | -37.7% | +29.4% |
| 10Y | +690.7% | +561.1% | +129.6% | +216.7% |
| All | +1,017.3% | +637.7% | +379.6% | +343.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling