+2,228.5%
TSLA vs HPE
+545.6%
+1,682.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.5% | -1.4% | -4.0% |
| 7D | +1.5% | -0.6% | +2.1% | +1.9% |
| 30D | +10.1% | -2.3% | +12.4% | +10.8% |
| 3M | -15.4% | -2.9% | -12.5% | -15.2% |
| 6M | -12.8% | +143.6% | -156.3% | -43.3% |
| YTD | -21.3% | +118.5% | -139.8% | -46.6% |
| 1Y | +4.6% | +129.2% | -124.6% | -31.0% |
| 3Y | +44.5% | +212.5% | -168.0% | -19.7% |
| 5Y | +44.8% | +286.9% | -242.1% | -27.2% |
| 10Y | +2,585.4% | +432.3% | +2,153.1% | +1,010.5% |
| All | +2,228.5% | +545.6% | +1,682.8% | +706.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling