+736.9%
MSTR vs HST
+92.5%
+644.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | +12.2% | -1.0% | +13.2% | +12.7% |
| 30D | +45.2% | -12.3% | +57.4% | +56.1% |
| 3M | +10.4% | -6.4% | +16.7% | +14.1% |
| 6M | -2.5% | +15.0% | -17.5% | -11.0% |
| YTD | -6.0% | +30.5% | -36.5% | -20.2% |
| 1Y | -56.4% | +35.7% | -92.1% | -64.1% |
| 3Y | +306.3% | +68.4% | +237.9% | +200.0% |
| 5Y | +100.5% | +73.1% | +27.4% | +58.6% |
| All | +736.9% | +92.5% | +644.4% | +491.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling