+1,120.6%
MSTR vs HUBB
+1,936.0%
-815.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -1.8% |
| 7D | -1.2% | +1.7% | -2.9% | -2.1% |
| 30D | -15.9% | -9.7% | -6.3% | -10.8% |
| 3M | +33.1% | -15.2% | +48.3% | +46.5% |
| 6M | -31.0% | -14.0% | -17.0% | -25.9% |
| YTD | -15.1% | -2.4% | -12.7% | -16.1% |
| 1Y | -45.6% | -5.8% | -39.8% | -45.2% |
| 3Y | +180.5% | +60.4% | +120.1% | +113.8% |
| 5Y | +61.7% | +125.4% | -63.8% | +4.4% |
| 10Y | +578.0% | +409.7% | +168.3% | +163.5% |
| All | +1,120.6% | +1,936.0% | -815.4% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling