+2,664.3%
TSLA vs HAL
+4.5%
+2,659.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.7% |
| 7D | +3.2% | -3.3% | +6.5% | +4.2% |
| 30D | +11.6% | +8.2% | +3.4% | +9.1% |
| 3M | -8.4% | -9.4% | +1.0% | -6.3% |
| 6M | -10.4% | +0.6% | -11.0% | -11.6% |
| YTD | -18.7% | +28.6% | -47.3% | -25.4% |
| 1Y | -0.9% | +63.9% | -64.8% | -15.6% |
| 3Y | +33.6% | -7.1% | +40.7% | +30.2% |
| 5Y | +48.9% | +102.3% | -53.4% | +12.3% |
| All | +2,664.3% | +4.5% | +2,659.8% | +1,937.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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