+6.3%
TSLA vs HAS
+16.8%
-10.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.3% |
| 7D | +3.4% | -3.1% | +6.5% | +3.8% |
| 30D | +12.0% | -2.7% | +14.8% | +12.4% |
| 3M | -10.0% | +8.9% | -18.9% | -11.4% |
| 6M | -7.2% | -2.9% | -4.3% | -7.8% |
| YTD | -18.1% | +12.6% | -30.8% | -21.2% |
| 1Y | +6.3% | +17.5% | -11.2% | -3.7% |
| All | +6.3% | +16.8% | -10.6% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling