+42.2%
TMUS vs HRB
+150.3%
-108.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +1.5% |
| 7D | +3.6% | +2.7% | +0.9% | +3.2% |
| 30D | -3.4% | +22.1% | -25.4% | -5.9% |
| 3M | -9.5% | +15.7% | -25.2% | -11.5% |
| 6M | -15.2% | +83.3% | -98.5% | -22.2% |
| YTD | -18.9% | +25.0% | -43.9% | -21.3% |
| 1Y | -17.7% | +6.9% | -24.6% | -18.0% |
| 3Y | +15.6% | +39.0% | -23.4% | +8.8% |
| All | +42.2% | +150.3% | -108.1% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling