-14.7%
TSLA vs HAS
+63.0%
-77.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.4% |
| 7D | -4.7% | +3.3% | -8.0% | -4.9% |
| 30D | -0.8% | +30.5% | -31.3% | -2.9% |
| 3M | +14.8% | +29.9% | -15.1% | +12.4% |
| 6M | -11.3% | +26.5% | -37.9% | -13.9% |
| YTD | -15.6% | +51.9% | -67.5% | -16.5% |
| 1Y | -14.7% | +60.9% | -75.6% | -16.3% |
| All | -14.7% | +63.0% | -77.7% | -16.3% |
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