+1,385.7%
HD vs TMUS
+335.3%
+1,050.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | -1.2% | +8.2% | -9.3% | -2.9% |
| 30D | +20.9% | +13.4% | +7.5% | +17.4% |
| 3M | -0.2% | -3.0% | +2.9% | +0.1% |
| 6M | +14.5% | -8.8% | +23.3% | +15.9% |
| YTD | +4.3% | -13.8% | +18.2% | +6.5% |
| 1Y | -3.5% | -17.1% | +13.6% | -0.6% |
| 3Y | +30.1% | +22.7% | +7.5% | +21.3% |
| 5Y | +8.5% | +52.8% | -44.4% | -4.4% |
| 10Y | +245.3% | +244.6% | +0.6% | +154.9% |
| All | +1,385.7% | +335.3% | +1,050.4% | +783.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling