+320.5%
TMUS vs HAL
+58.1%
+262.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.3% |
| 7D | +0.1% | +2.9% | -2.9% | -0.6% |
| 30D | +5.3% | +17.0% | -11.8% | +1.0% |
| 3M | +3.1% | -9.7% | +12.8% | +5.4% |
| 6M | -16.5% | +8.6% | -25.1% | -18.9% |
| YTD | -9.2% | +33.0% | -42.1% | -16.6% |
| 1Y | -26.5% | +68.3% | -94.8% | -37.1% |
| 3Y | +39.0% | +0.1% | +38.9% | +31.9% |
| 5Y | +40.4% | +102.6% | -62.3% | +1.5% |
| 10Y | +303.7% | +3.8% | +299.9% | +202.7% |
| All | +320.5% | +58.1% | +262.3% | +101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling