+3,125.8%
TSLA vs HBM
+281.1%
+2,844.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | +8.9% | +2.2% | +6.7% | +8.2% |
| 30D | +6.3% | -11.8% | +18.1% | +10.1% |
| 3M | +14.8% | -19.2% | +34.0% | +21.6% |
| 6M | -12.4% | -22.9% | +10.5% | -6.9% |
| YTD | -13.2% | +7.8% | -21.0% | -18.1% |
| 1Y | -2.9% | +34.9% | -37.8% | -14.3% |
| 3Y | +74.4% | +422.2% | -347.8% | +1.3% |
| 5Y | +13.3% | +192.8% | -179.5% | -27.4% |
| All | +3,125.8% | +281.1% | +2,844.7% | +1,426.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling