-13.3%
TSLA vs HYG
+1.8%
-15.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -6.7% |
| 7D | -4.7% | -0.1% | -4.6% | -4.3% |
| 30D | +1.7% | +0.7% | +1.0% | -1.9% |
| 3M | +17.7% | -2.0% | +19.7% | +31.9% |
| 6M | -1.9% | -0.9% | -1.0% | +4.8% |
| YTD | -14.3% | +0.1% | -14.4% | -12.1% |
| 1Y | -13.3% | +1.6% | -14.9% | -21.6% |
| All | -13.3% | +1.8% | -15.1% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 1y: compounded portfolio wealth divided by compounded HYG 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…
1y analysis · Full analysis span regression · 6 months rolling