+731.7%
MSTR vs HUT
+221.4%
+510.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.1% | +4.7% | +0.1% |
| 7D | -13.4% | +9.3% | -22.8% | -16.6% |
| 30D | -22.1% | -23.1% | +1.0% | -17.0% |
| 3M | +15.0% | -30.6% | +45.6% | +25.9% |
| 6M | -37.3% | -46.9% | +9.5% | -28.4% |
| YTD | -26.5% | +25.3% | -51.9% | -41.9% |
| 1Y | -46.5% | +59.8% | -106.3% | -62.5% |
| 3Y | +121.1% | +467.2% | -346.1% | -15.7% |
| 5Y | +37.5% | -24.6% | +62.2% | -16.0% |
| All | +731.7% | +221.4% | +510.2% | +208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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