+80.0%
TSLA vs HWM
+348.7%
-268.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.1% | +0.5% | +3.0% |
| 7D | -6.4% | +1.6% | -8.0% | -7.0% |
| 30D | -1.2% | -3.9% | +2.7% | +0.4% |
| 3M | +15.1% | -23.2% | +38.3% | +29.6% |
| 6M | -11.7% | -20.0% | +8.2% | -3.5% |
| YTD | -15.9% | +5.7% | -21.6% | -23.6% |
| 1Y | -12.0% | +4.9% | -16.8% | -19.7% |
| 3Y | +80.0% | +347.0% | -267.0% | -15.6% |
| All | +80.0% | +348.7% | -268.7% | -15.6% |
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