+22,131.9%
TSLA vs HBM
+166.1%
+21,965.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.7% |
| 7D | +1.5% | -6.4% | +7.9% | +3.2% |
| 30D | +10.1% | +5.9% | +4.2% | +8.4% |
| 3M | -15.4% | -8.9% | -6.5% | -13.9% |
| 6M | -12.8% | +10.7% | -23.4% | -16.3% |
| YTD | -21.3% | +38.3% | -59.5% | -29.4% |
| 1Y | +4.6% | +121.3% | -116.7% | -16.9% |
| 3Y | +44.5% | +450.6% | -406.1% | -10.7% |
| 5Y | +44.8% | +338.0% | -293.2% | -10.3% |
| 10Y | +2,585.4% | +578.6% | +2,006.8% | +1,195.2% |
| All | +22,131.9% | +166.1% | +21,965.7% | +11,436.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling