+46.2%
TSLA vs HBM
+392.2%
-346.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +3.0% | +5.5% | -2.5% | +1.3% |
| 30D | +11.2% | +3.3% | +7.9% | +9.8% |
| 3M | -7.3% | +12.7% | -19.9% | -11.3% |
| 6M | -7.7% | +28.2% | -35.9% | -16.4% |
| YTD | -18.2% | +45.3% | -63.5% | -30.1% |
| 1Y | +6.0% | +121.7% | -115.7% | -21.5% |
| 3Y | +48.0% | +523.5% | -475.5% | -24.1% |
| 5Y | +46.2% | +393.9% | -347.7% | -18.0% |
| All | +46.2% | +392.2% | -346.1% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling