+22,131.9%
TSLA vs HIG
+728.1%
+21,403.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.8% | -5.4% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +10.1% | -3.2% | +13.3% | +11.5% |
| 3M | -15.4% | +9.1% | -24.5% | -19.2% |
| 6M | -12.8% | -1.8% | -11.0% | -13.2% |
| YTD | -21.3% | +1.8% | -23.0% | -22.9% |
| 1Y | +4.6% | +4.6% | 0.0% | +0.6% |
| 3Y | +44.5% | +101.6% | -57.1% | +3.7% |
| 5Y | +44.8% | +124.5% | -79.7% | -1.4% |
| 10Y | +2,585.4% | +317.8% | +2,267.6% | +1,160.5% |
| All | +22,131.9% | +728.1% | +21,403.8% | +7,309.4% |
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