-8.9%
TSLA vs HYG
+1.2%
-10.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | +1.2% |
| 7D | -3.4% | -0.7% | -2.7% | +0.5% |
| 30D | +9.2% | -0.6% | +9.8% | +12.9% |
| 3M | -4.7% | +0.4% | -5.1% | -5.2% |
| 6M | -8.9% | +1.2% | -10.2% | -11.3% |
| All | -8.9% | +1.2% | -10.2% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling