+835.8%
MSTR vs HUT
+218.4%
+617.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.3% | -10.9% | -5.6% |
| 7D | -4.0% | +3.7% | -7.6% | -7.9% |
| 30D | -18.6% | -32.3% | +13.7% | -9.1% |
| 3M | +25.6% | -35.6% | +61.2% | +41.1% |
| 6M | -33.1% | -42.1% | +9.0% | -25.9% |
| YTD | -17.3% | +24.1% | -41.5% | -34.2% |
| 1Y | -48.1% | +27.9% | -76.0% | -60.5% |
| 3Y | +154.2% | +409.1% | -254.9% | +0.6% |
| 5Y | +46.2% | -25.9% | +72.2% | -10.2% |
| All | +835.8% | +218.4% | +617.4% | +249.0% |
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