+2,664.3%
TSLA vs DHI
+414.5%
+2,249.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.1% |
| 7D | +3.2% | -3.4% | +6.6% | +4.5% |
| 30D | +11.6% | -5.4% | +17.0% | +13.9% |
| 3M | -8.4% | -10.4% | +2.0% | -5.0% |
| 6M | -10.4% | -2.8% | -7.6% | -10.6% |
| YTD | -18.7% | -3.4% | -15.3% | -19.2% |
| 1Y | -0.9% | -22.9% | +22.0% | +7.1% |
| 3Y | +33.6% | +20.7% | +12.9% | +13.6% |
| 5Y | +48.9% | +62.1% | -13.2% | +7.2% |
| All | +2,664.3% | +414.5% | +2,249.8% | +1,122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 10y: compounded portfolio wealth divided by compounded DHI 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…
10y analysis · Full analysis span regression · 6 months rolling