+8.5%
HD vs TMUS
+51.7%
-43.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.4% |
| 7D | -1.2% | +8.2% | -9.3% | -3.1% |
| 30D | +20.9% | +13.4% | +7.5% | +17.1% |
| 3M | -0.2% | -3.0% | +2.9% | 0.0% |
| 6M | +14.5% | -8.8% | +23.3% | +16.0% |
| YTD | +4.3% | -13.8% | +18.2% | +6.9% |
| 1Y | -3.5% | -17.1% | +13.6% | 0.0% |
| 3Y | +30.1% | +22.7% | +7.5% | +13.5% |
| 5Y | +8.5% | +52.8% | -44.4% | -12.5% |
| All | +8.5% | +51.7% | -43.3% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling