-42.3%
MSTR vs HST
+76.4%
-118.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.5% |
| 7D | -1.8% | +3.3% | -5.1% | -3.1% |
| 30D | -13.3% | +16.4% | -29.7% | -18.3% |
| 3M | +46.0% | +5.5% | +40.5% | +42.2% |
| 6M | -22.4% | +31.1% | -53.6% | -31.4% |
| YTD | -6.2% | +55.9% | -62.1% | -18.9% |
| 1Y | -42.3% | +75.6% | -117.9% | -49.5% |
| All | -42.3% | +76.4% | -118.7% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling