+6.0%
TSLA vs HUT
+259.6%
-253.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.4% |
| 7D | +3.0% | +18.9% | -15.9% | +0.6% |
| 30D | +11.2% | +12.0% | -0.8% | +8.9% |
| 3M | -7.3% | -14.9% | +7.6% | -6.8% |
| 6M | -7.7% | +96.8% | -104.5% | -19.3% |
| YTD | -18.2% | +108.8% | -127.0% | -30.1% |
| 1Y | +6.0% | +227.4% | -221.4% | -18.3% |
| All | +6.0% | +259.6% | -253.6% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling