+4.6%
TSLA vs HL
+134.7%
-130.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.5% | -3.4% | -5.4% |
| 7D | +1.5% | +1.5% | +0.1% | +1.2% |
| 30D | +10.1% | +25.1% | -14.9% | +5.3% |
| 3M | -15.4% | +22.9% | -38.3% | -19.2% |
| 6M | -12.8% | -4.9% | -7.9% | -14.7% |
| YTD | -21.3% | +7.8% | -29.1% | -24.1% |
| 1Y | +4.6% | +133.9% | -129.3% | -1.4% |
| All | +4.6% | +134.7% | -130.1% | -1.4% |
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