+34.4%
TSLA vs HBM
+506.5%
-472.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +3.0% | +5.5% | -2.5% | +1.2% |
| 30D | +11.2% | +3.3% | +7.9% | +9.7% |
| 3M | -7.3% | +12.7% | -19.9% | -11.7% |
| 6M | -7.7% | +28.2% | -35.9% | -17.1% |
| YTD | -18.2% | +45.3% | -63.5% | -31.6% |
| 1Y | +6.0% | +121.7% | -115.7% | -25.0% |
| All | +34.4% | +506.5% | -472.1% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling