+659.5%
MSTR vs HUBS
+323.9%
+335.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | -8.3% | -9.0% | +0.7% | -3.9% |
| 30D | +38.1% | +7.2% | +30.9% | +33.0% |
| 3M | +9.0% | +20.9% | -11.9% | -5.3% |
| 6M | -5.3% | -13.0% | +7.7% | -8.1% |
| YTD | -13.8% | -43.8% | +30.0% | +3.5% |
| 1Y | -59.8% | -54.6% | -5.2% | -46.5% |
| 3Y | +282.2% | -58.5% | +340.7% | +424.6% |
| 5Y | +112.8% | -66.4% | +179.2% | +200.7% |
| All | +659.5% | +323.9% | +335.6% | +467.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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