+570.4%
MSTR vs HST
+142.8%
+427.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -1.2% | -2.7% | +1.5% | +0.6% |
| 30D | -15.9% | +10.7% | -26.6% | -20.5% |
| 3M | +33.1% | +6.3% | +26.9% | +29.0% |
| 6M | -31.0% | +19.0% | -50.0% | -37.9% |
| YTD | -15.1% | +47.0% | -62.2% | -32.5% |
| 1Y | -45.6% | +53.4% | -99.1% | -58.0% |
| 3Y | +180.5% | +78.0% | +102.5% | +100.7% |
| 5Y | +61.7% | +71.7% | -10.0% | +24.4% |
| All | +570.4% | +142.8% | +427.6% | +374.2% |
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