+48.1%
TSLA vs HIG
+118.8%
-70.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -3.4% | -2.3% | -1.1% | -2.5% |
| 30D | +9.2% | -1.2% | +10.4% | +9.6% |
| 3M | -4.7% | +6.3% | -11.0% | -8.0% |
| 6M | -8.9% | +0.6% | -9.5% | -10.3% |
| YTD | -19.2% | +0.6% | -19.8% | -20.5% |
| 1Y | +4.5% | +6.1% | -1.6% | -0.7% |
| 3Y | +46.3% | +102.0% | -55.7% | -3.9% |
| 5Y | +48.1% | +119.2% | -71.1% | -10.6% |
| All | +48.1% | +118.8% | -70.6% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling