+63.4%
TSLA vs HST
+77.0%
-13.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.3% | +4.3% |
| 7D | -10.4% | -2.7% | -7.7% | -8.2% |
| 30D | -5.2% | +10.7% | -15.9% | -12.0% |
| 3M | +12.1% | +6.3% | +5.9% | +7.0% |
| 6M | -10.2% | +19.0% | -29.1% | -22.6% |
| YTD | -20.3% | +47.0% | -67.4% | -43.3% |
| 1Y | -19.7% | +53.4% | -73.1% | -45.3% |
| 3Y | +63.4% | +78.0% | -14.6% | +1.0% |
| All | +63.4% | +77.0% | -13.7% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling