+2,883.7%
TSLA vs HAS
+106.1%
+2,777.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +4.9% |
| 7D | -6.4% | +2.2% | -8.5% | -7.1% |
| 30D | -1.2% | +29.6% | -30.8% | -10.9% |
| 3M | +15.1% | +30.3% | -15.2% | +3.3% |
| 6M | -11.7% | +25.6% | -37.4% | -20.2% |
| YTD | -15.9% | +50.8% | -66.8% | -30.1% |
| 1Y | -12.0% | +63.0% | -75.0% | -29.2% |
| 3Y | +80.0% | +211.6% | -131.5% | +7.0% |
| 5Y | +10.8% | +50.4% | -39.6% | -11.7% |
| 10Y | +2,883.7% | +101.9% | +2,781.8% | +1,826.1% |
| All | +2,883.7% | +106.1% | +2,777.6% | +1,826.1% |
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