-22.9%
TMUS vs HLT
+12.2%
-35.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +0.4% | -1.6% | +2.0% | +0.3% |
| 30D | +3.5% | -5.0% | +8.6% | +3.0% |
| 3M | -1.3% | -10.4% | +9.1% | -2.3% |
| 6M | -13.6% | +3.2% | -16.9% | -13.0% |
| YTD | -8.8% | +6.7% | -15.5% | -8.6% |
| 1Y | -22.9% | +10.3% | -33.1% | -24.2% |
| All | -22.9% | +12.2% | -35.0% | -24.2% |
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