-49.1%
MSTR vs HST
+53.7%
-102.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.0% | -5.5% | -5.9% |
| 7D | -11.5% | +3.6% | -15.1% | -13.5% |
| 30D | -24.8% | +9.9% | -34.7% | -28.1% |
| 3M | +20.6% | +12.9% | +7.7% | +13.9% |
| 6M | -38.0% | +22.9% | -60.8% | -45.0% |
| YTD | -24.7% | +52.4% | -77.1% | -39.2% |
| 1Y | -49.1% | +52.5% | -101.6% | -59.1% |
| All | -49.1% | +53.7% | -102.8% | -59.1% |
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