+2,664.3%
TSLA vs HPE
+581.3%
+2,082.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.4% | -11.9% | -4.8% |
| 7D | +3.2% | +19.4% | -16.2% | -4.9% |
| 30D | +11.6% | +5.6% | +6.0% | +8.2% |
| 3M | -8.4% | +33.1% | -41.5% | -20.4% |
| 6M | -10.4% | +192.5% | -202.8% | -47.3% |
| YTD | -18.7% | +160.9% | -179.7% | -50.0% |
| 1Y | -0.9% | +155.0% | -155.9% | -38.8% |
| 3Y | +33.6% | +289.4% | -255.8% | -34.5% |
| 5Y | +48.9% | +395.7% | -346.8% | -34.9% |
| All | +2,664.3% | +581.3% | +2,082.9% | +883.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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