+41.9%
TMUS vs HLT
+153.7%
-111.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | -5.3% | -1.5% | -3.9% | -5.0% |
| 30D | +0.1% | -1.2% | +1.3% | +0.3% |
| 3M | -0.6% | -10.3% | +9.7% | +1.5% |
| 6M | -17.5% | +1.3% | -18.8% | -18.2% |
| YTD | -11.3% | +7.0% | -18.3% | -13.3% |
| 1Y | -25.4% | +11.9% | -37.3% | -28.1% |
| 3Y | +35.5% | +100.7% | -65.1% | +10.0% |
| 5Y | +41.9% | +147.5% | -105.6% | +7.7% |
| All | +41.9% | +153.7% | -111.8% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling