+225.0%
HPE vs TMUS
+41.6%
+183.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.5% | -1.0% | -4.6% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -2.3% | +5.3% | -7.5% | -2.1% |
| 3M | -2.9% | +3.1% | -6.0% | -2.8% |
| 6M | +143.6% | -16.5% | +160.0% | +145.6% |
| YTD | +118.5% | -9.2% | +127.7% | +118.8% |
| 1Y | +129.2% | -26.5% | +155.7% | +135.8% |
| All | +225.0% | +41.6% | +183.4% | +157.0% |
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