+4.6%
TSLA vs HBM
+123.0%
-118.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.6% |
| 7D | +1.5% | -6.4% | +7.9% | +3.5% |
| 30D | +10.1% | +5.9% | +4.2% | +8.1% |
| 3M | -15.4% | -8.9% | -6.5% | -14.4% |
| 6M | -12.8% | +10.7% | -23.4% | -17.2% |
| YTD | -21.3% | +38.3% | -59.5% | -32.0% |
| 1Y | +4.6% | +121.3% | -116.7% | -22.8% |
| All | +4.6% | +123.0% | -118.4% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling