+92.7%
TSLA vs ALHC
-60.6%
+153.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.0% |
| 7D | +15.6% | -0.8% | +16.4% | +15.7% |
| 30D | +5.9% | -9.6% | +15.6% | +7.2% |
| 3M | +21.4% | -44.5% | +65.9% | +30.1% |
| 6M | -8.3% | -59.2% | +50.9% | +1.2% |
| YTD | -11.6% | -62.0% | +50.4% | -2.3% |
| 1Y | -7.7% | -54.8% | +47.1% | -1.1% |
| 3Y | +85.2% | +25.0% | +60.2% | +50.3% |
| 5Y | +15.4% | -65.3% | +80.7% | +4.8% |
| All | +92.7% | -60.6% | +153.3% | +69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling