+46.5%
TSLA vs HUT
+102.6%
-56.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.4% | -2.4% | +2.5% |
| 7D | +3.4% | +28.3% | -24.9% | -2.6% |
| 30D | +12.0% | +12.3% | -0.3% | +8.0% |
| 3M | -10.0% | -16.8% | +6.8% | -8.9% |
| 6M | -7.2% | +111.4% | -118.6% | -27.6% |
| YTD | -18.1% | +116.6% | -134.7% | -38.2% |
| 1Y | +6.3% | +290.5% | -284.2% | -34.6% |
| 3Y | +48.2% | +792.3% | -744.1% | -39.6% |
| 5Y | +46.5% | +94.1% | -47.6% | -28.0% |
| All | +46.5% | +102.6% | -56.1% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling