+3,125.8%
TSLA vs HAL
-13.9%
+3,139.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -2.7% |
| 7D | +8.9% | +6.1% | +2.8% | +7.1% |
| 30D | +6.3% | +2.9% | +3.4% | +5.4% |
| 3M | +14.8% | +3.3% | +11.4% | +13.5% |
| 6M | -12.4% | -16.9% | +4.6% | -8.3% |
| YTD | -13.2% | +21.2% | -34.4% | -19.2% |
| 1Y | -2.9% | +27.5% | -30.5% | -11.1% |
| 3Y | +74.4% | -6.4% | +80.9% | +70.3% |
| 5Y | +13.3% | +58.0% | -44.7% | -8.4% |
| All | +3,125.8% | -13.9% | +3,139.8% | +2,371.4% |
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