+22,391.8%
TSLA vs HST
+218.2%
+22,173.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.3% | +4.2% |
| 7D | -10.4% | -2.7% | -7.7% | -9.0% |
| 30D | -5.2% | +10.7% | -15.9% | -9.7% |
| 3M | +12.1% | +6.3% | +5.9% | +8.7% |
| 6M | -10.2% | +19.0% | -29.1% | -18.0% |
| YTD | -20.3% | +47.0% | -67.4% | -34.9% |
| 1Y | -19.7% | +53.4% | -73.1% | -35.9% |
| 3Y | +63.4% | +78.0% | -14.6% | +22.4% |
| 5Y | -12.1% | +71.7% | -83.7% | -33.1% |
| 10Y | +2,719.7% | +146.2% | +2,573.5% | +1,542.7% |
| All | +22,391.8% | +218.2% | +22,173.7% | +10,239.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling