+46.2%
TSLA vs HPE
+368.2%
-322.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -2.5% |
| 7D | +3.0% | +13.6% | -10.6% | -2.9% |
| 30D | +11.2% | +7.7% | +3.4% | +6.8% |
| 3M | -7.3% | +22.4% | -29.7% | -16.8% |
| 6M | -7.7% | +172.6% | -180.3% | -47.2% |
| YTD | -18.2% | +147.5% | -165.7% | -51.1% |
| 1Y | +6.0% | +151.8% | -145.8% | -37.8% |
| 3Y | +48.0% | +267.1% | -219.0% | -33.4% |
| 5Y | +46.2% | +362.8% | -316.6% | -43.1% |
| All | +46.2% | +368.2% | -322.0% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling