-10.2%
TSLA vs ALHC
-60.0%
+49.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +4.2% |
| 7D | -10.4% | +1.0% | -11.4% | -10.2% |
| 30D | -5.2% | -14.2% | +9.0% | -5.0% |
| 3M | +12.1% | -45.1% | +57.3% | +12.1% |
| 6M | -10.2% | -59.5% | +49.4% | -5.5% |
| All | -10.2% | -60.0% | +49.8% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling