+105.0%
HL vs TMUS
-25.3%
+130.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +0.9% |
| 7D | +0.4% | -5.3% | +5.7% | -2.0% |
| 30D | +18.8% | +0.1% | +18.7% | +19.3% |
| 3M | +43.7% | -0.6% | +44.3% | +45.5% |
| 6M | -1.0% | -17.5% | +16.5% | -12.0% |
| YTD | +8.7% | -11.3% | +20.0% | +5.8% |
| 1Y | +105.0% | -25.4% | +130.4% | +64.7% |
| All | +105.0% | -25.3% | +130.3% | +64.7% |
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 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