+521.9%
MSTR vs HPQ
+164.1%
+357.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.1% |
| 7D | -14.2% | -3.2% | -10.9% | -12.7% |
| 30D | -19.9% | -3.0% | -16.8% | -18.9% |
| 3M | +27.3% | +0.6% | +26.7% | +23.2% |
| 6M | -37.6% | +36.6% | -74.1% | -50.2% |
| YTD | -19.5% | +35.0% | -54.5% | -36.3% |
| 1Y | -47.1% | +23.1% | -70.2% | -56.0% |
| 3Y | +140.3% | +18.6% | +121.6% | +92.3% |
| 5Y | +49.5% | +10.3% | +39.2% | +33.1% |
| 10Y | +521.9% | +157.1% | +364.8% | +315.9% |
| All | +521.9% | +164.1% | +357.8% | +315.9% |
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