+621.7%
HPE vs TMUS
+371.3%
+250.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.5% | -1.0% | -3.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -2.3% | +5.3% | -7.5% | -3.8% |
| 3M | -2.9% | +3.1% | -6.0% | -4.9% |
| 6M | +143.6% | -16.5% | +160.0% | +154.3% |
| YTD | +118.5% | -9.2% | +127.7% | +121.0% |
| 1Y | +129.2% | -26.5% | +155.7% | +148.4% |
| 3Y | +212.5% | +39.0% | +173.5% | +159.3% |
| 5Y | +286.9% | +40.4% | +246.5% | +214.9% |
| 10Y | +432.3% | +303.7% | +128.6% | +179.0% |
| All | +621.7% | +371.3% | +250.4% | +241.3% |
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