+1,593.1%
TSLA vs USHY
+50.7%
+1,542.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.1% |
| 7D | +3.4% | 0.0% | +3.4% | +3.3% |
| 30D | +12.0% | 0.0% | +12.1% | +12.2% |
| 3M | -10.0% | +1.2% | -11.1% | -12.4% |
| 6M | -7.2% | +2.6% | -9.8% | -13.0% |
| YTD | -18.1% | +2.4% | -20.6% | -22.8% |
| 1Y | +6.3% | +4.2% | +2.0% | -4.1% |
| 3Y | +48.2% | +28.0% | +20.1% | -18.7% |
| 5Y | +46.5% | +21.8% | +24.7% | -4.2% |
| All | +1,593.1% | +50.7% | +1,542.4% | +628.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling