+540.2%
HPE vs TMUS
+304.7%
+235.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +5.8% |
| 7D | +13.6% | -5.3% | +19.0% | +15.4% |
| 30D | +7.7% | +0.1% | +7.6% | +7.6% |
| 3M | +22.4% | -0.6% | +23.0% | +21.2% |
| 6M | +172.6% | -17.5% | +190.1% | +185.4% |
| YTD | +147.5% | -11.3% | +158.8% | +151.8% |
| 1Y | +151.8% | -25.4% | +177.2% | +171.0% |
| 3Y | +267.1% | +35.5% | +231.5% | +205.7% |
| 5Y | +362.8% | +41.9% | +320.9% | +272.2% |
| 10Y | +540.2% | +317.8% | +222.3% | +237.9% |
| All | +540.2% | +304.7% | +235.5% | +237.9% |
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