-15.6%
TSLA vs HTZ
-94.7%
+79.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -20.8% | +10.0% | -7.9% |
| 7D | -14.8% | -7.7% | -7.0% | -13.9% |
| 30D | -9.7% | -13.1% | +3.4% | -8.3% |
| 3M | +6.9% | +14.7% | -7.9% | +2.5% |
| 6M | -11.7% | -70.6% | +58.9% | +0.9% |
| YTD | -23.6% | -65.2% | +41.6% | -16.3% |
| 1Y | -25.6% | -73.2% | +47.6% | -15.4% |
| 3Y | +56.3% | -80.8% | +137.1% | +74.4% |
| 5Y | -15.6% | -94.8% | +79.2% | +21.7% |
| All | -15.6% | -94.7% | +79.1% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling