-0.9%
TSLA vs USHY
+3.5%
-4.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.4% |
| 7D | +3.2% | -0.7% | +3.9% | +7.4% |
| 30D | +11.6% | -0.7% | +12.3% | +16.4% |
| 3M | -8.4% | +0.1% | -8.5% | -7.8% |
| 6M | -10.4% | +1.8% | -12.2% | -16.6% |
| YTD | -18.7% | +1.8% | -20.5% | -24.4% |
| 1Y | -0.9% | +3.3% | -4.2% | -16.4% |
| All | -0.9% | +3.5% | -4.4% | -16.4% |
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