+677.4%
MSTR vs HPE
+533.2%
+144.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.1% | -7.9% | -5.3% |
| 7D | +7.7% | +13.6% | -5.9% | +0.8% |
| 30D | +36.3% | +7.7% | +28.6% | +30.1% |
| 3M | +13.4% | +22.4% | -9.0% | +0.4% |
| 6M | -4.5% | +172.6% | -177.1% | -48.1% |
| YTD | -12.7% | +147.5% | -160.2% | -49.9% |
| 1Y | -59.6% | +151.8% | -211.4% | -77.2% |
| 3Y | +272.5% | +267.1% | +5.4% | +67.4% |
| 5Y | +107.1% | +362.8% | -255.6% | -13.9% |
| 10Y | +677.4% | +540.2% | +137.2% | +188.5% |
| All | +677.4% | +533.2% | +144.2% | +188.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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