-14.7%
TSLA vs HTZ
-77.9%
+63.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.0% | +8.4% | +1.1% |
| 7D | -4.7% | -27.5% | +22.8% | -2.2% |
| 30D | -0.8% | -21.9% | +21.1% | +1.2% |
| 3M | +14.8% | -29.2% | +44.0% | +16.8% |
| 6M | -11.3% | -75.2% | +63.9% | -1.8% |
| YTD | -15.6% | -70.8% | +55.3% | -10.4% |
| 1Y | -14.7% | -76.1% | +61.4% | -7.6% |
| All | -14.7% | -77.9% | +63.2% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling