+1,532.7%
TSLA vs HUT
+194.0%
+1,338.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +14.6% | -10.4% | +2.1% |
| 7D | -10.4% | -11.4% | +1.0% | -9.4% |
| 30D | -5.2% | -41.0% | +35.9% | +1.4% |
| 3M | +12.1% | -41.9% | +54.0% | +19.1% |
| 6M | -10.2% | -51.7% | +41.5% | -3.4% |
| YTD | -20.3% | +14.6% | -35.0% | -26.9% |
| 1Y | -19.7% | +21.4% | -41.1% | -28.0% |
| 3Y | +63.4% | +359.8% | -296.5% | +9.5% |
| 5Y | -12.1% | -27.5% | +15.4% | -36.4% |
| All | +1,532.7% | +194.0% | +1,338.8% | +745.2% |
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