-7.7%
TSLA vs HST
+53.7%
-61.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | +15.6% | +3.6% | +12.0% | +13.9% |
| 30D | +5.9% | +9.9% | -4.0% | +3.2% |
| 3M | +21.4% | +12.9% | +8.4% | +17.2% |
| 6M | -8.3% | +22.9% | -31.2% | -14.6% |
| YTD | -11.6% | +52.4% | -64.0% | -23.0% |
| 1Y | -7.7% | +52.5% | -60.2% | -19.8% |
| All | -7.7% | +53.7% | -61.4% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling