-46.5%
MSTR vs HST
+53.2%
-99.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | -13.4% | +3.6% | -17.0% | -15.2% |
| 30D | -22.1% | +11.2% | -33.3% | -25.7% |
| 3M | +15.0% | +13.1% | +1.9% | +8.9% |
| 6M | -37.3% | +23.9% | -61.2% | -44.2% |
| YTD | -26.5% | +52.3% | -78.8% | -38.5% |
| 1Y | -46.5% | +56.7% | -103.1% | -55.1% |
| All | -46.5% | +53.2% | -99.7% | -55.1% |
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