+2,794.5%
TSLA vs HWM
+1,323.5%
+1,471.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -10.7% | +14.7% | +7.9% |
| 7D | +3.4% | -9.2% | +12.6% | +6.7% |
| 30D | +12.0% | -17.9% | +29.9% | +19.4% |
| 3M | -10.0% | -6.0% | -3.9% | -9.1% |
| 6M | -7.2% | -7.4% | +0.1% | -6.1% |
| YTD | -18.1% | +13.1% | -31.2% | -23.5% |
| 1Y | +6.3% | +29.3% | -23.0% | -5.5% |
| 3Y | +48.2% | +389.9% | -341.8% | -16.8% |
| 5Y | +46.5% | +655.5% | -609.0% | -27.8% |
| All | +2,794.5% | +1,323.5% | +1,471.0% | +1,041.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling