+180.5%
MSTR vs HUT
+336.9%
-156.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.6% | -14.9% | -6.4% |
| 7D | -1.2% | -11.4% | +10.2% | +0.5% |
| 30D | -15.9% | -41.0% | +25.1% | +1.4% |
| 3M | +33.1% | -41.9% | +75.0% | +59.5% |
| 6M | -31.0% | -51.7% | +20.7% | -16.4% |
| YTD | -15.1% | +14.6% | -29.8% | -36.4% |
| 1Y | -45.6% | +21.4% | -67.0% | -62.3% |
| 3Y | +180.5% | +359.8% | -179.3% | -23.4% |
| All | +180.5% | +336.9% | -156.4% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling