+67.3%
TSLA vs HTZ
-92.6%
+159.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.6% |
| 7D | -6.4% | -16.4% | +10.0% | -4.2% |
| 30D | -1.2% | -15.1% | +13.9% | +0.6% |
| 3M | +15.1% | -28.2% | +43.2% | +18.6% |
| 6M | -11.7% | -73.1% | +61.3% | +2.1% |
| YTD | -15.9% | -68.3% | +52.4% | -6.8% |
| 1Y | -12.0% | -75.2% | +63.2% | +1.2% |
| 3Y | +80.0% | -81.1% | +161.2% | +94.0% |
| 5Y | +10.8% | -95.0% | +105.8% | +61.2% |
| All | +67.3% | -92.6% | +159.9% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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