+34.4%
TSLA vs HIG
+101.4%
-67.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +3.0% | -0.5% | +3.5% | +3.1% |
| 30D | +11.2% | -2.8% | +14.0% | +11.8% |
| 3M | -7.3% | +6.3% | -13.6% | -9.4% |
| 6M | -7.7% | -0.1% | -7.6% | -8.2% |
| YTD | -18.2% | +0.4% | -18.6% | -18.9% |
| 1Y | +6.0% | +6.2% | -0.2% | +2.1% |
| All | +34.4% | +101.4% | -67.0% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling