+561.5%
HPE vs TMUS
+338.0%
+223.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.1% | +2.1% | +5.1% |
| 7D | -7.1% | +5.3% | -12.5% | -8.4% |
| 30D | -35.3% | +13.5% | -48.8% | -37.8% |
| 3M | -10.4% | -4.2% | -6.2% | -10.4% |
| 6M | +52.5% | -11.9% | +64.4% | +54.8% |
| YTD | +100.3% | -15.6% | +115.9% | +104.5% |
| 1Y | +106.4% | -16.8% | +123.2% | +111.3% |
| 3Y | +227.4% | +20.8% | +206.6% | +181.7% |
| 5Y | +250.6% | +48.0% | +202.5% | +174.3% |
| 10Y | +365.4% | +234.7% | +130.6% | +156.3% |
| All | +561.5% | +338.0% | +223.5% | +215.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling