+41.1%
TSLA vs HWM
+743.6%
-702.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.5% | -5.6% |
| 7D | +1.5% | -2.1% | +3.6% | +2.2% |
| 30D | +10.1% | -11.0% | +21.1% | +17.1% |
| 3M | -15.4% | +4.0% | -19.4% | -18.9% |
| 6M | -12.8% | -0.2% | -12.6% | -14.7% |
| YTD | -21.3% | +26.7% | -47.9% | -34.5% |
| 1Y | +4.6% | +44.7% | -40.1% | -20.4% |
| 3Y | +44.5% | +426.1% | -381.6% | -52.3% |
| All | +41.1% | +743.6% | -702.5% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling