+481.0%
MSTR vs HPQ
+160.1%
+320.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -3.3% |
| 7D | -13.4% | +3.2% | -16.6% | -14.8% |
| 30D | -22.1% | -3.6% | -18.5% | -20.9% |
| 3M | +15.0% | -5.3% | +20.2% | +15.0% |
| 6M | -37.3% | +41.1% | -78.4% | -50.9% |
| YTD | -26.5% | +36.9% | -63.4% | -42.3% |
| 1Y | -46.5% | +23.5% | -70.0% | -55.6% |
| 3Y | +121.1% | +19.6% | +101.5% | +76.2% |
| 5Y | +37.5% | +11.4% | +26.1% | +21.8% |
| All | +481.0% | +160.1% | +320.9% | +284.6% |
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