+304.5%
MSTR vs HPE
+220.9%
+83.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | +0.9% |
| 7D | +12.2% | -0.6% | +12.8% | +12.8% |
| 30D | +45.2% | -2.3% | +47.5% | +46.1% |
| 3M | +10.4% | -2.9% | +13.2% | +10.7% |
| 6M | -2.5% | +143.6% | -146.1% | -48.5% |
| YTD | -6.0% | +118.5% | -124.5% | -46.7% |
| 1Y | -56.4% | +129.2% | -185.6% | -76.3% |
| All | +304.5% | +220.9% | +83.5% | +66.8% |
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