+22,131.9%
TSLA vs HAS
+269.6%
+21,862.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.1% |
| 3M | -15.4% | +10.4% | -25.7% | -19.0% |
| 6M | -12.8% | -3.2% | -9.5% | -12.8% |
| YTD | -21.3% | +15.4% | -36.7% | -27.1% |
| 1Y | +4.6% | +18.8% | -14.2% | -4.6% |
| 3Y | +44.5% | +43.9% | +0.6% | +17.8% |
| 5Y | +44.8% | +13.9% | +30.9% | +28.8% |
| 10Y | +2,585.4% | +56.4% | +2,529.0% | +1,783.0% |
| All | +22,131.9% | +269.6% | +21,862.3% | +9,620.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling