-13.3%
TSLA vs HL
+22.6%
-35.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +13.2% | -16.5% | -5.9% |
| 7D | -4.7% | +0.2% | -4.9% | -4.9% |
| 30D | +1.7% | -12.1% | +13.8% | +4.1% |
| 3M | +17.7% | -2.8% | +20.5% | +17.5% |
| 6M | -1.9% | -14.9% | +13.1% | -0.2% |
| YTD | -14.3% | -22.0% | +7.7% | -12.4% |
| 1Y | -13.3% | +25.0% | -38.3% | -18.9% |
| All | -13.3% | +22.6% | -35.8% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling