-13.3%
TSLA vs ALHC
-51.4%
+38.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.1% | -13.5% | -3.5% |
| 7D | -4.7% | -0.5% | -4.2% | -4.6% |
| 30D | +1.7% | -4.2% | +5.9% | +1.8% |
| 3M | +17.7% | -39.8% | +57.5% | +19.1% |
| 6M | -1.9% | -57.7% | +55.9% | +2.3% |
| YTD | -14.3% | -58.8% | +44.4% | -11.7% |
| 1Y | -13.3% | -52.4% | +39.1% | -14.7% |
| All | -13.3% | -51.4% | +38.1% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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