+390.2%
HPE vs TMUS
+248.1%
+142.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +4.4% |
| 7D | +0.3% | +8.2% | -7.8% | -1.5% |
| 30D | -28.6% | +13.4% | -41.9% | -31.2% |
| 3M | -7.4% | -3.0% | -4.3% | -7.5% |
| 6M | +63.7% | -8.8% | +72.4% | +64.7% |
| YTD | +111.7% | -13.8% | +125.5% | +115.2% |
| 1Y | +123.5% | -17.1% | +140.6% | +129.8% |
| 3Y | +238.7% | +22.7% | +216.0% | +188.8% |
| 5Y | +261.0% | +52.8% | +208.2% | +176.9% |
| 10Y | +390.2% | +244.6% | +145.6% | +158.3% |
| All | +390.2% | +248.1% | +142.1% | +158.3% |
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