Asset Allocation
Asset allocation is not available
Performance
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.
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Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio HL Optimised Tesla Equity | — | — | — | — | — | — | — | — |
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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% |
| 2020 | 55.50% | 28.18% | -15.18% | 28.31% | 6.79% | 33.78% | 32.49% | 74.16% | -19.93% | 3.80% | 41.72% | 24.32% | 947.12% |
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
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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.
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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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.78% | Jan 27, 2021 | 79 | May 19, 2021 | 111 | Oct 25, 2021 | 190 |
| -33.12% | Feb 20, 2020 | 31 | Apr 2, 2020 | 7 | Apr 14, 2020 | 38 |
| -29.01% | Sep 1, 2020 | 16 | Sep 23, 2020 | 40 | Nov 18, 2020 | 56 |
| -28.44% | Dec 28, 2023 | 53 | Mar 14, 2024 | 31 | Apr 29, 2024 | 84 |
| -26.45% | Sep 13, 2022 | 94 | Jan 13, 2023 | 14 | Jan 27, 2023 | 108 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Asset Correlations Table
| Benchmark | Portfolio | |
|---|---|---|
| Benchmark | 1.00 | 0.38 |
| Portfolio | 0.38 | 1.00 |