+58.5%
TSLA vs HTZ
-92.5%
+151.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.4% | +12.6% | +5.4% |
| 7D | -10.4% | -14.6% | +4.2% | -8.6% |
| 30D | -5.2% | -20.8% | +15.6% | -2.5% |
| 3M | +12.1% | -18.8% | +30.9% | +13.5% |
| 6M | -10.2% | -74.7% | +64.5% | +4.9% |
| YTD | -20.3% | -68.1% | +47.7% | -11.7% |
| 1Y | -19.7% | -73.5% | +53.8% | -8.7% |
| 3Y | +63.4% | -81.8% | +145.2% | +78.5% |
| 5Y | -12.1% | -95.2% | +83.2% | +29.0% |
| All | +58.5% | -92.5% | +151.1% | +118.0% |
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