+2,664.3%
TSLA vs HL
+273.7%
+2,390.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +3.2% | -4.4% | +7.6% | +4.0% |
| 30D | +11.6% | +9.3% | +2.3% | +9.7% |
| 3M | -8.4% | +32.0% | -40.4% | -13.1% |
| 6M | -10.4% | -6.4% | -4.0% | -10.3% |
| YTD | -18.7% | +3.1% | -21.9% | -21.1% |
| 1Y | -0.9% | +77.6% | -78.5% | -13.1% |
| 3Y | +33.6% | +392.8% | -359.2% | -6.7% |
| 5Y | +48.9% | +234.1% | -185.2% | +6.5% |
| All | +2,664.3% | +273.7% | +2,390.6% | +1,545.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling