+2,973.5%
TSLA vs HD
+253.5%
+2,720.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.9% |
| 7D | -4.7% | +5.2% | -9.9% | -8.2% |
| 30D | -0.8% | +20.7% | -21.5% | -13.6% |
| 3M | +14.8% | +0.8% | +14.0% | +12.9% |
| 6M | -11.3% | +12.2% | -23.6% | -19.8% |
| YTD | -15.6% | +4.2% | -19.8% | -20.1% |
| 1Y | -14.7% | -2.6% | -12.1% | -15.7% |
| 3Y | +76.9% | +30.0% | +46.9% | +39.7% |
| 5Y | +6.7% | +8.1% | -1.4% | -5.3% |
| 10Y | +2,973.5% | +247.2% | +2,726.3% | +1,158.3% |
| All | +2,973.5% | +253.5% | +2,720.0% | +1,158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 10y: compounded portfolio wealth divided by compounded HD 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…
10y analysis · Full analysis span regression · 6 months rolling