+2,664.3%
TSLA vs HPQ
+259.7%
+2,404.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.4% | -7.9% | -3.3% |
| 7D | +3.2% | +9.8% | -6.5% | -1.6% |
| 30D | +11.6% | +22.4% | -10.8% | +0.6% |
| 3M | -8.4% | +45.2% | -53.6% | -24.7% |
| 6M | -10.4% | +96.4% | -106.8% | -38.6% |
| YTD | -18.7% | +65.4% | -84.1% | -39.5% |
| 1Y | -0.9% | +31.6% | -32.5% | -17.7% |
| 3Y | +33.6% | +37.0% | -3.5% | +5.2% |
| 5Y | +48.9% | +53.0% | -4.1% | +9.4% |
| All | +2,664.3% | +259.7% | +2,404.6% | +1,326.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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