+320.5%
TMUS vs HIG
+114.6%
+205.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.2% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +5.3% | -3.2% | +8.5% | +5.9% |
| 3M | +3.1% | +9.1% | -6.0% | +1.3% |
| 6M | -16.5% | -1.8% | -14.7% | -16.3% |
| YTD | -9.2% | +1.8% | -10.9% | -9.6% |
| 1Y | -26.5% | +4.6% | -31.0% | -27.3% |
| 3Y | +39.0% | +101.6% | -62.6% | +20.6% |
| 5Y | +40.4% | +124.5% | -84.1% | +18.6% |
| 10Y | +303.7% | +317.8% | -14.1% | +192.7% |
| All | +320.5% | +114.6% | +205.9% | +280.2% |
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