+2,737.0%
TSLA vs HST
+101.1%
+2,635.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +3.0% | -0.3% | +3.3% | +3.2% |
| 30D | +11.2% | -2.8% | +13.9% | +12.6% |
| 3M | -7.3% | -6.5% | -0.8% | -4.4% |
| 6M | -7.7% | +20.7% | -28.5% | -16.6% |
| YTD | -18.2% | +30.5% | -48.7% | -29.1% |
| 1Y | +6.0% | +36.8% | -30.8% | -10.8% |
| 3Y | +48.0% | +65.9% | -17.9% | +15.1% |
| 5Y | +46.2% | +73.9% | -27.7% | +12.6% |
| 10Y | +2,737.0% | +107.0% | +2,630.0% | +1,929.7% |
| All | +2,737.0% | +101.1% | +2,635.9% | +1,929.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling