+1,565.6%
TSLA vs HUT
+450.5%
+1,115.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.8% | -8.3% | -0.8% |
| 7D | +3.2% | +5.4% | -2.2% | +2.3% |
| 30D | +11.6% | +8.6% | +3.0% | +9.5% |
| 3M | -8.4% | -15.2% | +6.8% | -8.0% |
| 6M | -10.4% | +92.9% | -103.3% | -21.8% |
| YTD | -18.7% | +114.6% | -133.4% | -31.2% |
| 1Y | -0.9% | +208.5% | -209.4% | -22.5% |
| 3Y | +33.6% | +821.5% | -787.9% | -18.4% |
| 5Y | +48.9% | +101.8% | -52.9% | -3.6% |
| All | +1,565.6% | +450.5% | +1,115.1% | +696.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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