+257.9%
HD vs TMUS
+260.7%
-2.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +1.5% |
| 7D | +3.6% | +5.3% | -1.7% | +1.8% |
| 30D | +21.6% | +13.5% | +8.0% | +16.3% |
| 3M | +0.1% | -4.2% | +4.4% | +0.8% |
| 6M | +13.0% | -11.9% | +24.9% | +16.3% |
| YTD | +4.9% | -15.6% | +20.5% | +9.0% |
| 1Y | -2.1% | -16.8% | +14.7% | +2.2% |
| 3Y | +32.6% | +20.8% | +11.8% | +15.6% |
| 5Y | +8.2% | +48.0% | -39.8% | -14.6% |
| 10Y | +257.9% | +234.7% | +23.2% | +111.6% |
| All | +257.9% | +260.7% | -2.8% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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