+245.3%
HD vs TMUS
+248.1%
-2.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.5% |
| 7D | -1.2% | +8.2% | -9.3% | -3.8% |
| 30D | +20.9% | +13.4% | +7.5% | +15.7% |
| 3M | -0.2% | -3.0% | +2.9% | +0.1% |
| 6M | +14.5% | -8.8% | +23.3% | +16.5% |
| YTD | +4.3% | -13.8% | +18.2% | +7.6% |
| 1Y | -3.5% | -17.1% | +13.6% | +1.0% |
| 3Y | +30.1% | +22.7% | +7.5% | +12.9% |
| 5Y | +8.5% | +52.8% | -44.4% | -15.5% |
| 10Y | +245.3% | +244.6% | +0.6% | +101.0% |
| All | +245.3% | +248.1% | -2.8% | +101.0% |
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