+309.1%
TMUS vs HAL
+1.7%
+307.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -0.3% | +0.5% | -0.7% | -0.3% |
| 30D | +3.1% | +15.9% | -12.8% | +1.1% |
| 3M | +2.4% | -8.7% | +11.1% | +3.5% |
| 6M | -17.1% | +9.0% | -26.1% | -18.3% |
| YTD | -9.1% | +32.0% | -41.1% | -12.8% |
| 1Y | -23.6% | +72.5% | -96.1% | -29.7% |
| 3Y | +38.8% | -4.5% | +43.4% | +36.8% |
| 5Y | +43.0% | +109.7% | -66.7% | +20.3% |
| 10Y | +309.1% | +1.2% | +307.9% | +212.7% |
| All | +309.1% | +1.7% | +307.4% | +212.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 10y: compounded portfolio wealth divided by compounded HAL 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…
10y analysis · Full analysis span regression · 6 months rolling