+291.7%
TMUS vs HIG
+113.7%
+177.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.2% |
| 7D | +9.5% | +2.1% | +7.4% | +9.0% |
| 30D | +13.8% | +6.7% | +7.1% | +12.4% |
| 3M | -4.6% | -1.9% | -2.6% | -4.2% |
| 6M | -11.7% | +5.3% | -17.0% | -12.7% |
| YTD | -15.4% | +1.3% | -16.7% | -15.7% |
| 1Y | -16.1% | +7.2% | -23.3% | -17.4% |
| 3Y | +20.5% | +96.6% | -76.2% | +5.1% |
| 5Y | +48.7% | +110.0% | -61.2% | +27.3% |
| 10Y | +240.8% | +268.4% | -27.6% | +152.9% |
| All | +291.7% | +113.7% | +177.9% | +254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling