+34.4%
TSLA vs HL
+418.2%
-383.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.4% |
| 7D | +3.0% | +0.4% | +2.6% | +3.0% |
| 30D | +11.2% | +18.8% | -7.7% | +8.1% |
| 3M | -7.3% | +43.7% | -51.0% | -12.5% |
| 6M | -7.7% | -1.0% | -6.7% | -9.0% |
| YTD | -18.2% | +8.7% | -26.9% | -20.9% |
| 1Y | +6.0% | +105.0% | -99.0% | -5.9% |
| All | +34.4% | +418.2% | -383.8% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling