+275.3%
TMUS vs HDB
+740.4%
-465.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.3% |
| 7D | +3.6% | +13.3% | -9.8% | -0.5% |
| 30D | -3.4% | +13.6% | -16.9% | -7.3% |
| 3M | -9.5% | +5.8% | -15.2% | -11.4% |
| 6M | -15.2% | -1.9% | -13.3% | -15.5% |
| YTD | -18.9% | -31.2% | +12.3% | -10.0% |
| 1Y | -17.7% | -29.6% | +11.9% | -9.5% |
| 3Y | +15.6% | -10.1% | +25.7% | +14.3% |
| 5Y | +38.9% | -24.3% | +63.2% | +41.9% |
| 10Y | +245.3% | +59.3% | +186.0% | +148.0% |
| All | +275.3% | +740.4% | -465.1% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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