+244.6%
TMUS vs HRB
+243.1%
+1.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +8.2% | -8.1% | +16.3% | +9.7% |
| 30D | +13.4% | +15.0% | -1.7% | +10.5% |
| 3M | -3.0% | +10.2% | -13.3% | -5.2% |
| 6M | -8.8% | +44.2% | -53.0% | -15.2% |
| YTD | -13.8% | +21.0% | -34.8% | -17.8% |
| 1Y | -17.1% | +12.0% | -29.1% | -19.7% |
| 3Y | +22.7% | +24.9% | -2.3% | +14.5% |
| 5Y | +52.8% | +144.6% | -91.8% | +21.6% |
| 10Y | +244.6% | +229.4% | +15.2% | +145.4% |
| All | +244.6% | +243.1% | +1.5% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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