+25.0%
HL vs TMUS
-20.4%
+45.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +3.1% | +10.1% | +14.2% |
| 7D | +0.2% | +7.5% | -7.3% | +3.0% |
| 30D | -12.1% | -3.3% | -8.8% | -12.2% |
| 3M | -2.8% | -9.7% | +6.8% | -4.7% |
| 6M | -14.9% | -17.2% | +2.3% | -19.6% |
| YTD | -22.0% | -20.3% | -1.7% | -24.1% |
| 1Y | +25.0% | -21.2% | +46.2% | +24.0% |
| All | +25.0% | -20.4% | +45.4% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling