+317.5%
TMUS vs HLT
+590.2%
-272.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +0.4% | -1.6% | +2.0% | +0.8% |
| 30D | +3.5% | -5.0% | +8.6% | +4.8% |
| 3M | -1.3% | -10.4% | +9.1% | +1.3% |
| 6M | -13.6% | +3.2% | -16.9% | -14.9% |
| YTD | -8.8% | +6.7% | -15.5% | -11.2% |
| 1Y | -22.9% | +10.3% | -33.1% | -25.8% |
| 3Y | +36.7% | +99.3% | -62.6% | +9.3% |
| 5Y | +46.6% | +143.7% | -97.1% | +8.0% |
| All | +317.5% | +590.2% | -272.7% | +96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling