-21.2%
TMUS vs HLT
+46.7%
-67.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +3.2% |
| 7D | +7.5% | +7.7% | -0.2% | +8.0% |
| 30D | -3.3% | +19.1% | -22.4% | -1.7% |
| 3M | -9.7% | +20.7% | -30.4% | -8.0% |
| 6M | -17.2% | +21.0% | -38.2% | -15.4% |
| YTD | -20.3% | +31.3% | -51.6% | -18.2% |
| 1Y | -21.2% | +45.9% | -67.1% | -19.4% |
| All | -21.2% | +46.7% | -67.9% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling