+320.5%
TMUS vs HRB
+354.9%
-34.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.5% | -2.4% |
| 7D | +0.1% | -5.7% | +5.7% | +1.6% |
| 30D | +5.3% | +7.9% | -2.7% | +2.6% |
| 3M | +3.1% | +32.1% | -29.0% | -5.0% |
| 6M | -16.5% | +62.2% | -78.7% | -28.0% |
| YTD | -9.2% | +16.4% | -25.6% | -14.8% |
| 1Y | -26.5% | -0.3% | -26.2% | -28.3% |
| 3Y | +39.0% | +36.0% | +3.0% | +21.4% |
| 5Y | +40.4% | +125.2% | -84.8% | +2.4% |
| 10Y | +303.7% | +237.7% | +66.0% | +131.2% |
| All | +320.5% | +354.9% | -34.4% | +91.1% |
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