+56.6%
HL vs TMUS
+332.5%
-275.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.3% |
| 7D | -7.6% | +6.5% | -14.1% | -9.3% |
| 30D | -17.5% | +11.3% | -28.7% | -20.3% |
| 3M | -26.2% | -2.9% | -23.3% | -26.5% |
| 6M | -35.1% | -10.5% | -24.5% | -34.3% |
| YTD | -30.4% | -14.4% | -16.0% | -29.5% |
| 1Y | -14.0% | -17.9% | +3.9% | -11.7% |
| 3Y | +256.3% | +21.9% | +234.5% | +213.1% |
| 5Y | +112.5% | +52.1% | +60.4% | +72.9% |
| 10Y | +131.3% | +242.4% | -111.1% | +42.1% |
| All | +56.6% | +332.5% | -275.9% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling