+22,131.9%
TSLA vs HST
+182.4%
+21,949.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -6.1% |
| 7D | +1.5% | -1.0% | +2.6% | +2.0% |
| 30D | +10.1% | -12.3% | +22.4% | +17.2% |
| 3M | -15.4% | -6.4% | -9.0% | -12.9% |
| 6M | -12.8% | +15.0% | -27.8% | -19.2% |
| YTD | -21.3% | +30.5% | -51.8% | -31.7% |
| 1Y | +4.6% | +35.7% | -31.1% | -11.6% |
| 3Y | +44.5% | +68.4% | -23.9% | +11.5% |
| 5Y | +44.8% | +73.1% | -28.3% | +10.8% |
| 10Y | +2,585.4% | +92.7% | +2,492.7% | +1,663.1% |
| All | +22,131.9% | +182.4% | +21,949.5% | +10,735.7% |
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 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