+370.3%
HPE vs TMUS
+244.6%
+125.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.6% |
| 7D | +7.9% | +4.9% | +3.0% | +6.7% |
| 30D | -23.5% | +7.7% | -31.2% | -25.2% |
| 3M | -19.1% | -6.8% | -12.3% | -18.3% |
| 6M | +51.4% | -9.7% | +61.1% | +52.7% |
| YTD | +103.4% | -15.0% | +118.4% | +107.5% |
| 1Y | +114.4% | -19.1% | +133.5% | +122.2% |
| 3Y | +224.7% | +21.4% | +203.2% | +177.4% |
| 5Y | +277.8% | +51.2% | +226.6% | +190.4% |
| All | +370.3% | +244.6% | +125.7% | +149.3% |
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 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