+2,021.9%
TSLA vs HUBS
+578.5%
+1,443.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.1% |
| 7D | -3.4% | -12.4% | +9.0% | +1.4% |
| 30D | +9.2% | +1.4% | +7.9% | +7.8% |
| 3M | -4.7% | +16.0% | -20.7% | -13.3% |
| 6M | -8.9% | -17.0% | +8.1% | -10.3% |
| YTD | -19.2% | -44.3% | +25.1% | -8.3% |
| 1Y | +4.5% | -54.3% | +58.8% | +27.0% |
| 3Y | +46.3% | -58.4% | +104.7% | +81.2% |
| 5Y | +48.1% | -66.7% | +114.8% | +82.0% |
| 10Y | +2,704.2% | +315.9% | +2,388.3% | +1,235.9% |
| All | +2,021.9% | +578.5% | +1,443.4% | +774.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 all: compounded portfolio wealth divided by compounded HUBS 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…
all analysis · Full analysis span regression · 6 months rolling