+15.5%
TSLA vs HPE
+278.3%
-262.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -0.1% |
| 7D | +8.9% | +7.9% | +1.1% | +5.2% |
| 30D | +6.3% | -23.5% | +29.8% | +19.3% |
| 3M | +14.8% | -19.1% | +33.9% | +23.6% |
| 6M | -12.4% | +51.4% | -63.8% | -33.3% |
| YTD | -13.2% | +103.4% | -116.7% | -44.7% |
| 1Y | -2.9% | +114.4% | -117.3% | -40.3% |
| 3Y | +74.4% | +224.7% | -150.2% | -20.9% |
| All | +15.5% | +278.3% | -262.8% | -54.1% |
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