+317.8%
TMUS vs HIG
+314.4%
+3.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | -5.3% | -0.5% | -4.8% | -5.2% |
| 30D | +0.1% | -2.8% | +2.9% | +0.9% |
| 3M | -0.6% | +6.3% | -7.0% | -2.5% |
| 6M | -17.5% | -0.1% | -17.4% | -17.8% |
| YTD | -11.3% | +0.4% | -11.7% | -11.6% |
| 1Y | -25.4% | +6.2% | -31.6% | -27.1% |
| 3Y | +35.5% | +101.6% | -66.1% | +8.9% |
| 5Y | +41.9% | +119.8% | -77.9% | +9.9% |
| 10Y | +317.8% | +311.7% | +6.1% | +145.0% |
| All | +317.8% | +314.4% | +3.5% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling