+343.8%
HPE vs TMUS
+41.9%
+301.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.1% | +7.7% | +7.7% |
| 7D | +10.1% | -0.3% | +10.4% | +10.2% |
| 30D | +5.3% | +3.1% | +2.1% | +4.9% |
| 3M | +12.7% | +2.4% | +10.3% | +11.8% |
| 6M | +167.7% | -17.1% | +184.7% | +175.3% |
| YTD | +135.5% | -9.1% | +144.5% | +137.2% |
| 1Y | +143.4% | -23.6% | +167.0% | +155.0% |
| 3Y | +249.2% | +38.8% | +210.3% | +196.3% |
| 5Y | +343.8% | +43.0% | +300.9% | +265.9% |
| All | +343.8% | +41.9% | +301.9% | +265.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling