+208.5%
HD vs TMUS
+306.4%
-97.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +2.1% |
| 7D | -2.1% | +0.1% | -2.1% | -2.2% |
| 30D | -8.4% | +5.3% | -13.7% | -10.2% |
| 3M | +4.3% | +3.1% | +1.2% | +2.4% |
| 6M | -11.1% | -16.5% | +5.3% | -6.3% |
| YTD | -4.7% | -9.2% | +4.5% | -2.8% |
| 1Y | -19.8% | -26.5% | +6.7% | -11.7% |
| 3Y | +4.1% | +39.0% | -34.9% | -13.1% |
| 5Y | +10.3% | +40.4% | -30.1% | -9.7% |
| All | +208.5% | +306.4% | -97.8% | +73.2% |
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