+33.0%
TMUS vs HLT
+99.5%
-66.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.5% |
| 7D | -5.3% | -1.5% | -3.9% | -5.2% |
| 30D | +0.1% | -1.2% | +1.3% | +0.2% |
| 3M | -0.6% | -10.3% | +9.7% | +0.4% |
| 6M | -17.5% | +1.3% | -18.8% | -17.9% |
| YTD | -11.3% | +7.0% | -18.3% | -12.6% |
| 1Y | -25.4% | +11.9% | -37.3% | -27.2% |
| All | +33.0% | +99.5% | -66.5% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling