+645.9%
TMUS vs HBM
+470.7%
+175.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.8% |
| 7D | +8.2% | -1.3% | +9.4% | +8.2% |
| 30D | +13.4% | -14.8% | +28.2% | +15.1% |
| 3M | -3.0% | -20.7% | +17.6% | -1.2% |
| 6M | -8.8% | -13.9% | +5.1% | -8.7% |
| YTD | -13.8% | +10.6% | -24.5% | -17.4% |
| 1Y | -17.1% | +32.4% | -49.4% | -22.5% |
| 3Y | +22.7% | +432.0% | -409.3% | -8.2% |
| 5Y | +52.8% | +205.5% | -152.6% | +18.5% |
| 10Y | +244.6% | +291.1% | -46.5% | +121.5% |
| All | +645.9% | +470.7% | +175.1% | +275.9% |
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