+699.8%
MSTR vs HUBB
+438.6%
+261.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -5.0% |
| 7D | +9.3% | +4.8% | +4.5% | +6.1% |
| 30D | +36.5% | -9.3% | +45.8% | +45.4% |
| 3M | +7.3% | -3.9% | +11.2% | +8.1% |
| 6M | +2.2% | -0.8% | +3.1% | -0.5% |
| YTD | -10.2% | +5.6% | -15.7% | -16.4% |
| 1Y | -58.6% | +7.7% | -66.4% | -62.2% |
| 3Y | +283.2% | +47.5% | +235.7% | +193.0% |
| 5Y | +113.8% | +153.7% | -39.9% | +22.0% |
| All | +699.8% | +438.6% | +261.1% | +226.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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