+24,401.0%
TSLA vs HIG
+722.8%
+23,678.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | +8.9% | +2.6% | +6.3% | +7.8% |
| 30D | +6.3% | +4.2% | +2.1% | +4.2% |
| 3M | +14.8% | +0.2% | +14.6% | +14.0% |
| 6M | -12.4% | +4.6% | -17.0% | -15.3% |
| YTD | -13.2% | +1.1% | -14.3% | -15.2% |
| 1Y | -2.9% | +4.7% | -7.6% | -6.8% |
| 3Y | +74.4% | +95.5% | -21.0% | +26.5% |
| 5Y | +13.3% | +111.7% | -98.4% | -21.2% |
| 10Y | +3,004.2% | +263.4% | +2,740.8% | +1,444.2% |
| All | +24,401.0% | +722.8% | +23,678.3% | +8,049.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling