+964.0%
MSTR vs HUT
+422.3%
+541.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -3.6% |
| 7D | +12.2% | +17.8% | -5.6% | +5.8% |
| 30D | +45.2% | +0.8% | +44.3% | +44.0% |
| 3M | +10.4% | -26.8% | +37.2% | +17.9% |
| 6M | -2.5% | +72.6% | -75.0% | -27.7% |
| YTD | -6.0% | +103.6% | -109.6% | -35.1% |
| 1Y | -56.4% | +265.3% | -321.7% | -77.4% |
| 3Y | +306.3% | +689.4% | -383.1% | +41.9% |
| 5Y | +100.5% | +75.3% | +25.1% | -1.5% |
| All | +964.0% | +422.3% | +541.7% | +244.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling