+2,664.3%
TSLA vs HIG
+313.7%
+2,350.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +3.2% | -1.5% | +4.7% | +3.8% |
| 30D | +11.6% | -0.4% | +11.9% | +11.6% |
| 3M | -8.4% | +6.7% | -15.1% | -11.5% |
| 6M | -10.4% | +2.0% | -12.4% | -12.2% |
| YTD | -18.7% | +0.3% | -19.0% | -20.0% |
| 1Y | -0.9% | +4.2% | -5.1% | -4.5% |
| 3Y | +33.6% | +102.2% | -68.7% | -4.0% |
| 5Y | +48.9% | +118.5% | -69.6% | +2.8% |
| All | +2,664.3% | +313.7% | +2,350.6% | +1,369.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling