+651.1%
TMUS vs HLT
+637.7%
+13.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.7% |
| 7D | -0.3% | -2.4% | +2.2% | +0.4% |
| 30D | +3.1% | -4.1% | +7.2% | +4.2% |
| 3M | +2.4% | -10.6% | +13.0% | +5.4% |
| 6M | -17.1% | +2.0% | -19.1% | -18.1% |
| YTD | -9.1% | +6.1% | -15.2% | -11.5% |
| 1Y | -23.6% | +9.8% | -33.4% | -26.6% |
| 3Y | +38.8% | +99.0% | -60.2% | +9.9% |
| 5Y | +43.0% | +151.5% | -108.5% | +2.7% |
| 10Y | +309.1% | +561.1% | -252.0% | +98.1% |
| All | +651.1% | +637.7% | +13.5% | +226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling