+248.6%
HD vs TMUS
+244.6%
+4.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.3% |
| 7D | +1.5% | +4.9% | -3.4% | -0.1% |
| 30D | +18.0% | +7.7% | +10.3% | +14.9% |
| 3M | +2.8% | -6.8% | +9.6% | +4.5% |
| 6M | +17.0% | -9.7% | +26.7% | +19.4% |
| YTD | +3.5% | -15.0% | +18.5% | +7.3% |
| 1Y | -2.6% | -19.1% | +16.5% | +2.9% |
| 3Y | +30.7% | +21.4% | +9.3% | +13.8% |
| 5Y | +6.2% | +51.2% | -45.0% | -17.0% |
| All | +248.6% | +244.6% | +4.0% | +103.4% |
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