+38.0%
TSLA vs HTZ
-86.4%
+124.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.2% | -6.0% |
| 7D | +1.5% | +7.5% | -5.9% | +0.9% |
| 30D | +10.1% | +47.4% | -37.3% | +5.8% |
| 3M | -15.4% | -54.9% | +39.5% | -11.3% |
| 6M | -12.8% | -47.0% | +34.2% | -10.5% |
| YTD | -21.3% | -55.3% | +34.0% | -18.2% |
| 1Y | +4.6% | -57.6% | +62.2% | +7.8% |
| All | +38.0% | -86.4% | +124.5% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling