-13.3%
TSLA vs HWM
+5.4%
-18.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +0.9% | -2.5% |
| 7D | -4.7% | +9.4% | -14.1% | -6.4% |
| 30D | +1.7% | -7.0% | +8.7% | +2.8% |
| 3M | +17.7% | -25.9% | +43.5% | +25.4% |
| 6M | -1.9% | -10.8% | +9.0% | -2.7% |
| YTD | -14.3% | +4.3% | -18.7% | -21.6% |
| 1Y | -13.3% | +4.4% | -17.7% | -18.8% |
| All | -13.3% | +5.4% | -18.7% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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