+601.9%
TMUS vs HBM
+443.9%
+158.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.7% |
| 7D | +3.6% | -3.6% | +7.2% | +4.0% |
| 30D | -3.4% | -19.2% | +15.8% | -1.4% |
| 3M | -9.5% | -20.5% | +11.0% | -7.7% |
| 6M | -15.2% | -12.8% | -2.4% | -15.3% |
| YTD | -18.9% | +5.4% | -24.4% | -21.9% |
| 1Y | -17.7% | +33.0% | -50.7% | -23.1% |
| 3Y | +15.6% | +357.3% | -341.7% | -11.8% |
| 5Y | +38.9% | +210.4% | -171.5% | +7.2% |
| 10Y | +245.3% | +387.1% | -141.9% | +113.1% |
| All | +601.9% | +443.9% | +158.0% | +255.7% |
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