+1,623.1%
TSLA vs HUT
+218.4%
+1,404.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.3% | -2.8% | +4.3% |
| 7D | -6.4% | +3.7% | -10.0% | -7.5% |
| 30D | -1.2% | -32.3% | +31.1% | +3.6% |
| 3M | +15.1% | -35.6% | +50.7% | +20.4% |
| 6M | -11.7% | -42.1% | +30.3% | -7.6% |
| YTD | -15.9% | +24.1% | -40.1% | -23.8% |
| 1Y | -12.0% | +27.9% | -39.9% | -21.6% |
| 3Y | +80.0% | +409.1% | -329.1% | +18.9% |
| 5Y | +10.8% | -25.9% | +36.8% | -20.5% |
| All | +1,623.1% | +218.4% | +1,404.7% | +781.6% |
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