+261.2%
HL vs TMUS
+318.7%
-57.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -5.6% | -5.8% | +0.2% | -4.1% |
| 30D | +12.7% | -0.2% | +13.0% | +12.7% |
| 3M | +42.5% | -4.0% | +46.5% | +42.9% |
| 6M | -9.0% | -18.1% | +9.1% | -4.8% |
| YTD | +4.4% | -11.3% | +15.7% | +5.8% |
| 1Y | +82.7% | -24.7% | +107.4% | +94.9% |
| 3Y | +406.3% | +35.4% | +370.9% | +313.6% |
| 5Y | +238.2% | +42.4% | +195.7% | +169.9% |
| All | +261.2% | +318.7% | -57.5% | +104.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling