Asset Allocation
Asset allocation is not available
Find the right asset allocation for HL Optimised Tesla Equity
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in HL Optimised Tesla Equity, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading charts...
Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.30% | 0.09% | 8.18% | 8.17% | 23.42% | 19.88% | 11.91% | 13.45% |
Portfolio HL Optimised Tesla Equity | — | — | — | — | — | — | — | — |
| Portfolio components: | ||||||||
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -14.83% | 7.79% | -12.92% | 30.31% | -2.58% | 10.69% | 12.33% | ||||||
| 2023 | 40.58% | 16.64% | 9.11% | -20.80% | 24.11% | 29.34% | 7.50% | 5.93% | 3.33% | -16.96% | 19.54% | 5.46% | 180.15% |
| 2022 | -5.76% | -8.19% | 28.25% | 0.00% | -1.47% | -5.30% | 27.49% | -0.24% | 0.99% | -3.68% | -1.09% | -19.02% | 2.62% |
| 2021 | 12.45% | -14.03% | -4.53% | 6.22% | -11.87% | 8.71% | 1.10% | 7.06% | 0.07% | 42.32% | 2.76% | 0.18% | 49.07% |
Benchmark Metrics
HL Optimised Tesla Equity has an annualized alpha of 148.97%, beta of 0.78, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since January 02, 2020.
- This portfolio captured 352.94% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -61.75%) - a profile typical of hedging or uncorrelated assets.
- R2 of 0.10 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 148.97%
- Beta
- 0.78
- R²
- 0.10
- Upside Capture
- 352.94%
- Downside Capture
- -61.75%
Return for Risk
Loading charts...
Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the HL Optimised Tesla Equity. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the HL Optimised Tesla Equity was 37.78%, occurring on May 19, 2021. Recovery took 111 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2021 bear market2021 | -37.78%May 2021 | 3mo 22d | 5mo 9d | 9mo 1dJan 2021 - Oct 2021 |
COVID crash2020 | -33.12%Apr 2020 | 1mo 12d | 12d | 1mo 24dFeb 2020 - Apr 2020 |
2020 bear market2020 | -29.01%Sep 2020 | 22d | 1mo 26d | 2mo 18dSep 2020 - Nov 2020 |
2024 bear market2024 | -28.44%Mar 2024 | 2mo 17d | 1mo 16d | 4mo 3dDec 2023 - Apr 2024 |
2023 bear market2023 | -26.45%Jan 2023 | 4mo 2d | 14d | 4mo 16dSep 2022 - Jan 2023 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 0 assets, with an effective number of assets of 0.00, reflecting the diversification based on asset allocation. null
Diversification Ratio
—
Not enough data to calculate this metric.
HL Optimised Tesla Equity correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2020 | 0.38 |
Find what HL Optimised Tesla Equity is missing
See which holdings overlap, where HL Optimised Tesla Equity is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification