+2,683.8%
TSLA vs HWM
+1,494.1%
+1,189.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.5% | -5.7% |
| 7D | +1.5% | -2.1% | +3.6% | +2.0% |
| 30D | +10.1% | -11.0% | +21.1% | +14.5% |
| 3M | -15.4% | +4.0% | -19.4% | -17.4% |
| 6M | -12.8% | -0.2% | -12.6% | -13.7% |
| YTD | -21.3% | +26.7% | -47.9% | -29.1% |
| 1Y | +4.6% | +44.7% | -40.1% | -10.4% |
| 3Y | +44.5% | +426.1% | -381.6% | -20.7% |
| 5Y | +44.8% | +738.5% | -693.7% | -31.1% |
| All | +2,683.8% | +1,494.1% | +1,189.7% | +957.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling