+2,698.1%
TSLA vs HAS
+53.3%
+2,644.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.9% |
| 7D | +3.4% | -3.1% | +6.5% | +4.6% |
| 30D | +12.0% | -2.7% | +14.8% | +13.1% |
| 3M | -10.0% | +8.9% | -18.9% | -13.3% |
| 6M | -7.2% | -2.9% | -4.3% | -7.4% |
| YTD | -18.1% | +12.6% | -30.8% | -23.4% |
| 1Y | +6.3% | +17.5% | -11.2% | -2.5% |
| 3Y | +48.2% | +46.2% | +1.9% | +20.3% |
| 5Y | +46.5% | +12.6% | +33.9% | +31.0% |
| 10Y | +2,698.1% | +55.7% | +2,642.4% | +2,024.1% |
| All | +2,698.1% | +53.3% | +2,644.9% | +2,024.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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