+33.6%
TSLA vs HLT
+99.0%
-65.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.2% | -1.6% | +4.8% | +4.4% |
| 30D | +11.6% | -5.0% | +16.6% | +15.9% |
| 3M | -8.4% | -10.4% | +1.9% | -0.8% |
| 6M | -10.4% | +3.2% | -13.6% | -15.4% |
| YTD | -18.7% | +6.7% | -25.5% | -26.4% |
| 1Y | -0.9% | +10.3% | -11.2% | -14.4% |
| 3Y | +33.6% | +99.3% | -65.8% | -32.4% |
| All | +33.6% | +99.0% | -65.4% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling