+63.4%
TSLA vs HAS
+181.4%
-118.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.8% | +4.4% |
| 7D | -10.4% | -0.2% | -10.3% | -10.4% |
| 30D | -5.2% | +31.0% | -36.2% | -12.4% |
| 3M | +12.1% | +30.7% | -18.6% | +3.5% |
| 6M | -10.2% | +23.9% | -34.1% | -16.2% |
| YTD | -20.3% | +48.3% | -68.7% | -30.7% |
| 1Y | -19.7% | +60.2% | -79.9% | -32.2% |
| 3Y | +63.4% | +189.2% | -125.8% | +7.8% |
| All | +63.4% | +181.4% | -118.0% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling