+23,015.9%
TSLA vs HL
+300.0%
+22,716.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.0% | +4.1% |
| 7D | +3.4% | +7.1% | -3.7% | +2.2% |
| 30D | +12.0% | +21.4% | -9.4% | +8.4% |
| 3M | -10.0% | +37.4% | -47.4% | -14.8% |
| 6M | -7.2% | +0.4% | -7.6% | -8.1% |
| YTD | -18.1% | +6.7% | -24.8% | -20.7% |
| 1Y | +6.3% | +102.4% | -96.1% | -8.0% |
| 3Y | +48.2% | +417.4% | -369.3% | +5.1% |
| 5Y | +46.5% | +243.3% | -196.8% | +6.8% |
| 10Y | +2,698.1% | +242.6% | +2,455.6% | +1,679.8% |
| All | +23,015.9% | +300.0% | +22,716.0% | +12,107.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling