-37.7%
HL vs TMUS
-11.0%
-26.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -2.0% |
| 7D | -11.1% | +4.9% | -16.0% | -10.4% |
| 30D | -12.1% | +7.7% | -19.8% | -10.6% |
| 3M | -26.1% | -6.8% | -19.3% | -26.1% |
| 6M | -37.7% | -9.7% | -28.1% | -38.3% |
| All | -37.7% | -11.0% | -26.7% | -38.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling