-23.6%
TMUS vs HAL
+70.0%
-93.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -0.3% | +0.5% | -0.7% | -0.3% |
| 30D | +3.1% | +15.9% | -12.8% | +3.0% |
| 3M | +2.4% | -8.7% | +11.1% | +2.0% |
| 6M | -17.1% | +9.0% | -26.1% | -16.5% |
| YTD | -9.1% | +32.0% | -41.1% | -7.5% |
| 1Y | -23.6% | +72.5% | -96.1% | -21.6% |
| All | -23.6% | +70.0% | -93.7% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling