+154.2%
MSTR vs HPE
+224.5%
-70.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.2% | -8.8% | -5.5% |
| 7D | -4.0% | -7.1% | +3.2% | -1.0% |
| 30D | -18.6% | -35.3% | +16.7% | -1.2% |
| 3M | +25.6% | -10.4% | +36.0% | +26.9% |
| 6M | -33.1% | +52.5% | -85.5% | -53.9% |
| YTD | -17.3% | +100.3% | -117.6% | -53.3% |
| 1Y | -48.1% | +106.4% | -154.5% | -71.4% |
| 3Y | +154.2% | +227.4% | -73.2% | +0.6% |
| All | +154.2% | +224.5% | -70.3% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling