+304.5%
MSTR vs HPQ
+23.9%
+280.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.1% |
| 7D | +12.2% | +6.9% | +5.2% | +9.6% |
| 30D | +45.2% | +14.4% | +30.7% | +37.8% |
| 3M | +10.4% | +25.6% | -15.2% | +0.8% |
| 6M | -2.5% | +75.0% | -77.5% | -23.8% |
| YTD | -6.0% | +50.7% | -56.7% | -21.5% |
| 1Y | -56.4% | +18.7% | -75.1% | -59.3% |
| All | +304.5% | +23.9% | +280.6% | +228.2% |
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