+227.4%
HPE vs TMUS
+21.1%
+206.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.1% | +2.1% | +6.7% |
| 7D | -7.1% | +5.3% | -12.5% | -6.4% |
| 30D | -35.3% | +13.5% | -48.8% | -34.1% |
| 3M | -10.4% | -4.2% | -6.2% | -9.7% |
| 6M | +52.5% | -11.9% | +64.4% | +53.8% |
| YTD | +100.3% | -15.6% | +115.9% | +101.5% |
| 1Y | +106.4% | -16.8% | +123.2% | +107.8% |
| 3Y | +227.4% | +20.8% | +206.6% | +184.1% |
| All | +227.4% | +21.1% | +206.3% | +184.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling