+2,650.1%
TSLA vs HBM
+622.7%
+2,027.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.5% | +6.4% | +1.0% |
| 7D | -3.4% | -3.7% | +0.3% | -2.4% |
| 30D | +9.2% | -3.7% | +12.9% | +10.1% |
| 3M | -4.7% | +8.0% | -12.7% | -7.4% |
| 6M | -8.9% | +15.8% | -24.7% | -14.2% |
| YTD | -19.2% | +34.4% | -53.5% | -28.1% |
| 1Y | +4.5% | +98.2% | -93.6% | -17.1% |
| 3Y | +46.3% | +476.6% | -430.3% | -16.8% |
| 5Y | +48.1% | +331.1% | -283.0% | -14.1% |
| All | +2,650.1% | +622.7% | +2,027.4% | +1,096.4% |
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