+40.8%
TSLA vs HWM
+440.4%
-399.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.5% | -5.7% |
| 7D | +1.5% | -2.1% | +3.6% | +2.2% |
| 30D | +10.1% | -11.0% | +21.1% | +16.7% |
| 3M | -15.4% | +4.0% | -19.4% | -18.7% |
| 6M | -12.8% | -0.2% | -12.6% | -14.6% |
| YTD | -21.3% | +26.7% | -47.9% | -34.1% |
| 1Y | +4.6% | +44.7% | -40.1% | -19.9% |
| All | +40.8% | +440.4% | -399.7% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling