+276.2%
HL vs TMUS
+319.1%
-42.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.5% |
| 7D | +0.4% | -5.3% | +5.7% | +1.8% |
| 30D | +18.8% | +0.1% | +18.7% | +18.6% |
| 3M | +43.7% | -0.6% | +44.3% | +42.6% |
| 6M | -1.0% | -17.5% | +16.5% | +3.3% |
| YTD | +8.7% | -11.3% | +20.0% | +10.2% |
| 1Y | +105.0% | -25.4% | +130.4% | +119.4% |
| 3Y | +427.3% | +35.5% | +391.8% | +330.6% |
| 5Y | +249.3% | +41.9% | +207.4% | +179.2% |
| All | +276.2% | +319.1% | -42.9% | +113.2% |
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