+15.5%
TSLA vs HAS
+48.2%
-32.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.5% |
| 7D | +8.9% | +1.4% | +7.6% | +8.3% |
| 30D | +6.3% | +26.3% | -20.0% | -4.0% |
| 3M | +14.8% | +25.6% | -10.8% | +3.6% |
| 6M | -12.4% | +30.3% | -42.6% | -22.8% |
| YTD | -13.2% | +50.4% | -63.6% | -29.4% |
| 1Y | -2.9% | +57.7% | -60.6% | -23.1% |
| 3Y | +74.4% | +213.4% | -138.9% | -9.4% |
| All | +15.5% | +48.2% | -32.7% | +5.5% |
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