+4.5%
TSLA vs HBM
+103.9%
-99.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.5% | +6.4% | +1.1% |
| 7D | -3.4% | -3.7% | +0.3% | -2.4% |
| 30D | +9.2% | -3.7% | +12.9% | +10.2% |
| 3M | -4.7% | +8.0% | -12.7% | -7.5% |
| 6M | -8.9% | +15.8% | -24.7% | -14.1% |
| YTD | -19.2% | +34.4% | -53.5% | -29.9% |
| 1Y | +4.5% | +98.2% | -93.6% | -19.9% |
| All | +4.5% | +103.9% | -99.4% | -19.9% |
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