+4.6%
TSLA vs USHY
+4.6%
0.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.8% |
| 7D | +1.5% | -0.1% | +1.7% | +2.4% |
| 30D | +10.1% | +0.1% | +10.0% | +9.8% |
| 3M | -15.4% | +0.8% | -16.2% | -18.4% |
| 6M | -12.8% | +1.7% | -14.5% | -18.0% |
| YTD | -21.3% | +2.5% | -23.7% | -29.8% |
| 1Y | +4.6% | +4.4% | +0.2% | -19.1% |
| All | +4.6% | +4.6% | 0.0% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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