+317.8%
TMUS vs HBM
+625.8%
-308.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -5.3% | +5.5% | -10.8% | -5.7% |
| 30D | +0.1% | +3.3% | -3.2% | -0.3% |
| 3M | -0.6% | +12.7% | -13.3% | -2.0% |
| 6M | -17.5% | +28.2% | -45.7% | -20.1% |
| YTD | -11.3% | +45.3% | -56.6% | -15.4% |
| 1Y | -25.4% | +121.7% | -147.1% | -32.0% |
| 3Y | +35.5% | +523.5% | -488.0% | +7.8% |
| 5Y | +41.9% | +393.9% | -352.0% | +11.9% |
| 10Y | +317.8% | +647.9% | -330.1% | +171.4% |
| All | +317.8% | +625.8% | -308.0% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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