+24,855.0%
TSLA vs HBM
+109.8%
+24,745.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +2.1% |
| 7D | +15.6% | +5.1% | +10.6% | +14.2% |
| 30D | +5.9% | -15.8% | +21.7% | +10.5% |
| 3M | +21.4% | -22.4% | +43.8% | +28.9% |
| 6M | -8.3% | -20.2% | +11.9% | -4.0% |
| YTD | -11.6% | +9.0% | -20.6% | -16.0% |
| 1Y | -7.7% | +27.4% | -35.1% | -15.7% |
| 3Y | +85.2% | +424.2% | -339.1% | +16.2% |
| 5Y | +15.4% | +196.1% | -180.7% | -21.2% |
| 10Y | +3,061.7% | +285.4% | +2,776.3% | +1,627.5% |
| All | +24,855.0% | +109.8% | +24,745.2% | +13,615.5% |
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