+250.6%
HPE vs TMUS
+46.7%
+203.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.1% | +2.1% | +6.0% |
| 7D | -7.1% | +5.3% | -12.5% | -7.3% |
| 30D | -35.3% | +13.5% | -48.8% | -35.9% |
| 3M | -10.4% | -4.2% | -6.2% | -10.0% |
| 6M | +52.5% | -11.9% | +64.4% | +54.6% |
| YTD | +100.3% | -15.6% | +115.9% | +103.6% |
| 1Y | +106.4% | -16.8% | +123.2% | +110.2% |
| 3Y | +227.4% | +20.8% | +206.6% | +183.8% |
| 5Y | +250.6% | +48.0% | +202.5% | +191.4% |
| All | +250.6% | +46.7% | +203.8% | +191.4% |
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