+1,046.2%
MSTR vs HUBB
+1,975.6%
-929.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.1% |
| 7D | -10.7% | -2.6% | -8.2% | -9.4% |
| 30D | -21.6% | -7.7% | -13.9% | -17.9% |
| 3M | +24.4% | -13.0% | +37.4% | +34.8% |
| 6M | -35.5% | -10.6% | -24.9% | -32.3% |
| YTD | -20.3% | -0.6% | -19.8% | -22.2% |
| 1Y | -49.3% | -4.1% | -45.2% | -49.5% |
| 3Y | +137.8% | +57.2% | +80.6% | +83.0% |
| 5Y | +48.3% | +127.2% | -78.8% | -4.8% |
| 10Y | +526.8% | +386.2% | +140.6% | +149.7% |
| All | +1,046.2% | +1,975.6% | -929.3% | +81.3% |
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