+48.1%
TSLA vs USHY
+20.9%
+27.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | +0.6% |
| 7D | -3.4% | -0.7% | -2.7% | -0.8% |
| 30D | +9.2% | -0.5% | +9.8% | +11.5% |
| 3M | -4.7% | +0.5% | -5.2% | -5.8% |
| 6M | -8.9% | +1.5% | -10.4% | -12.7% |
| YTD | -19.2% | +1.7% | -20.9% | -23.0% |
| 1Y | +4.5% | +3.5% | +1.0% | -5.7% |
| 3Y | +46.3% | +27.2% | +19.2% | -26.2% |
| 5Y | +48.1% | +21.0% | +27.1% | +2.1% |
| All | +48.1% | +20.9% | +27.2% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling