-26.5%
TMUS vs HST
+38.1%
-64.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.7% | -3.4% |
| 7D | +0.1% | -1.0% | +1.1% | 0.0% |
| 30D | +5.3% | -12.3% | +17.5% | +4.5% |
| 3M | +3.1% | -6.4% | +9.5% | +2.9% |
| 6M | -16.5% | +15.0% | -31.5% | -14.2% |
| YTD | -9.2% | +30.5% | -39.7% | -5.6% |
| 1Y | -26.5% | +35.7% | -62.2% | -22.8% |
| All | -26.5% | +38.1% | -64.6% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling