+275.3%
TMUS vs HRB
+388.5%
-113.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +2.0% |
| 7D | +3.6% | +2.7% | +0.9% | +2.8% |
| 30D | -3.4% | +22.1% | -25.4% | -8.4% |
| 3M | -9.5% | +15.7% | -25.2% | -13.5% |
| 6M | -15.2% | +83.3% | -98.5% | -29.2% |
| YTD | -18.9% | +25.0% | -43.9% | -25.6% |
| 1Y | -17.7% | +6.9% | -24.6% | -21.2% |
| 3Y | +15.6% | +39.0% | -23.4% | +0.4% |
| 5Y | +38.9% | +146.4% | -107.5% | -1.2% |
| 10Y | +245.3% | +254.4% | -9.2% | +95.2% |
| All | +275.3% | +388.5% | -113.2% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling