+2,664.3%
TSLA vs HYG
+56.1%
+2,608.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.6% |
| 7D | +3.2% | -0.7% | +3.9% | +5.2% |
| 30D | +11.6% | -0.7% | +12.3% | +14.0% |
| 3M | -8.4% | -0.2% | -8.2% | -7.5% |
| 6M | -10.4% | +1.4% | -11.8% | -13.0% |
| YTD | -18.7% | +1.5% | -20.2% | -21.0% |
| 1Y | -0.9% | +2.9% | -3.8% | -6.9% |
| 3Y | +33.6% | +25.6% | +7.9% | -20.8% |
| 5Y | +48.9% | +18.6% | +30.3% | +6.5% |
| All | +2,664.3% | +56.1% | +2,608.2% | +1,267.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling