-13.3%
TSLA vs HLT
+46.7%
-60.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -3.6% |
| 7D | -4.7% | +7.7% | -12.4% | -5.4% |
| 30D | +1.7% | +19.1% | -17.4% | -0.1% |
| 3M | +17.7% | +20.7% | -3.0% | +15.1% |
| 6M | -1.9% | +21.0% | -22.9% | -4.4% |
| YTD | -14.3% | +31.3% | -45.6% | -16.2% |
| 1Y | -13.3% | +45.9% | -59.2% | -16.0% |
| All | -13.3% | +46.7% | -60.0% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling