-13.3%
TSLA vs HIG
+12.7%
-26.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -2.1% |
| 7D | -4.7% | +6.2% | -10.9% | -1.7% |
| 30D | +1.7% | +9.4% | -7.7% | +6.6% |
| 3M | +17.7% | -2.3% | +20.0% | +16.8% |
| 6M | -1.9% | +4.2% | -6.0% | +1.2% |
| YTD | -14.3% | +1.6% | -15.9% | -12.2% |
| 1Y | -13.3% | +9.9% | -23.2% | -4.1% |
| All | -13.3% | +12.7% | -26.0% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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