+320.5%
TMUS vs HDB
+674.8%
-354.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.3% |
| 7D | +0.1% | +0.4% | -0.4% | 0.0% |
| 30D | +5.3% | -2.8% | +8.1% | +6.2% |
| 3M | +3.1% | -3.5% | +6.7% | +3.8% |
| 6M | -16.5% | -24.7% | +8.3% | -9.5% |
| YTD | -9.2% | -36.6% | +27.4% | +3.8% |
| 1Y | -26.5% | -34.4% | +7.9% | -17.1% |
| 3Y | +39.0% | -24.4% | +63.4% | +45.8% |
| 5Y | +40.4% | -35.4% | +75.7% | +51.6% |
| 10Y | +303.7% | +39.5% | +264.2% | +204.5% |
| All | +320.5% | +674.8% | -354.4% | +32.2% |
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