+41.1%
TSLA vs HAS
+13.4%
+27.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.7% |
| 7D | +1.5% | -1.8% | +3.3% | +2.3% |
| 30D | +10.1% | +2.3% | +7.9% | +9.0% |
| 3M | -15.4% | +10.4% | -25.7% | -19.2% |
| 6M | -12.8% | -3.2% | -9.5% | -12.7% |
| YTD | -21.3% | +15.4% | -36.7% | -27.8% |
| 1Y | +4.6% | +18.8% | -14.2% | -5.8% |
| 3Y | +44.5% | +43.9% | +0.6% | +15.5% |
| All | +41.1% | +13.4% | +27.7% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling