+3,641.2%
TSLA vs HLT
+643.8%
+2,997.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.6% |
| 7D | +3.0% | -1.5% | +4.5% | +3.9% |
| 30D | +11.2% | -1.2% | +12.4% | +11.7% |
| 3M | -7.3% | -10.3% | +3.1% | -1.5% |
| 6M | -7.7% | +1.3% | -9.0% | -9.6% |
| YTD | -18.2% | +7.0% | -25.2% | -22.8% |
| 1Y | +6.0% | +11.9% | -5.9% | -3.5% |
| 3Y | +48.0% | +100.7% | -52.6% | -2.8% |
| 5Y | +46.2% | +147.5% | -101.4% | -13.4% |
| 10Y | +2,737.0% | +586.5% | +2,150.5% | +888.5% |
| All | +3,641.2% | +643.8% | +2,997.4% | +1,127.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling