+34.4%
TSLA vs HPE
+265.2%
-230.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -2.2% |
| 7D | +3.0% | +13.6% | -10.6% | -2.3% |
| 30D | +11.2% | +7.7% | +3.4% | +7.3% |
| 3M | -7.3% | +22.4% | -29.7% | -15.7% |
| 6M | -7.7% | +172.6% | -180.3% | -44.1% |
| YTD | -18.2% | +147.5% | -165.7% | -48.4% |
| 1Y | +6.0% | +151.8% | -145.8% | -34.2% |
| All | +34.4% | +265.2% | -230.7% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling