+137.8%
MSTR vs HPQ
+18.4%
+119.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.8% |
| 7D | -10.7% | +0.5% | -11.3% | -10.8% |
| 30D | -21.6% | -5.9% | -15.7% | -20.2% |
| 3M | +24.4% | -3.7% | +28.1% | +23.5% |
| 6M | -35.5% | +28.1% | -63.5% | -43.2% |
| YTD | -20.3% | +32.5% | -52.8% | -31.5% |
| 1Y | -49.3% | +18.1% | -67.4% | -54.1% |
| 3Y | +137.8% | +16.4% | +121.3% | +121.6% |
| All | +137.8% | +18.4% | +119.4% | +121.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling