+686.4%
TMUS vs HBM
+613.3%
+73.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.5% | -3.3% |
| 7D | +0.1% | -6.4% | +6.4% | +0.8% |
| 30D | +5.3% | +5.9% | -0.7% | +4.4% |
| 3M | +3.1% | -8.9% | +12.0% | +3.4% |
| 6M | -16.5% | +10.7% | -27.1% | -18.8% |
| YTD | -9.2% | +38.3% | -47.4% | -14.7% |
| 1Y | -26.5% | +121.3% | -147.8% | -35.4% |
| 3Y | +39.0% | +450.6% | -411.6% | +4.4% |
| 5Y | +40.4% | +338.0% | -297.6% | +4.1% |
| 10Y | +303.7% | +578.6% | -274.9% | +139.8% |
| All | +686.4% | +613.3% | +73.1% | +288.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling