+1,513.9%
TSLA vs HUT
+422.3%
+1,091.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.2% | -12.1% | -6.8% |
| 7D | +1.5% | +17.8% | -16.3% | -1.0% |
| 30D | +10.1% | +0.8% | +9.3% | +9.3% |
| 3M | -15.4% | -26.8% | +11.4% | -13.0% |
| 6M | -12.8% | +72.6% | -85.3% | -22.6% |
| YTD | -21.3% | +103.6% | -124.9% | -32.7% |
| 1Y | +4.6% | +265.3% | -260.7% | -20.3% |
| 3Y | +44.5% | +689.4% | -644.9% | -9.9% |
| 5Y | +44.8% | +75.3% | -30.5% | -4.9% |
| All | +1,513.9% | +422.3% | +1,091.5% | +677.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling