+677.4%
MSTR vs HPQ
+216.0%
+461.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.9% | -7.7% | -5.3% |
| 7D | +7.7% | +2.2% | +5.5% | +6.3% |
| 30D | +36.3% | +9.7% | +26.6% | +28.3% |
| 3M | +13.4% | +32.7% | -19.3% | -4.5% |
| 6M | -4.5% | +77.7% | -82.2% | -33.5% |
| YTD | -12.7% | +51.0% | -63.7% | -33.6% |
| 1Y | -59.6% | +18.4% | -78.0% | -64.9% |
| 3Y | +272.5% | +25.6% | +246.9% | +195.6% |
| 5Y | +107.1% | +38.6% | +68.5% | +68.8% |
| 10Y | +677.4% | +226.1% | +451.3% | +384.0% |
| All | +677.4% | +216.0% | +461.4% | +384.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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