+240.8%
TMUS vs HST
+143.2%
+97.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.3% |
| 7D | +9.5% | +0.6% | +8.9% | +9.3% |
| 30D | +13.8% | +14.5% | -0.7% | +10.7% |
| 3M | -4.6% | +15.4% | -20.0% | -7.4% |
| 6M | -11.7% | +22.0% | -33.7% | -15.3% |
| YTD | -15.4% | +54.9% | -70.2% | -23.0% |
| 1Y | -16.1% | +54.0% | -70.1% | -23.6% |
| 3Y | +20.5% | +90.4% | -70.0% | +2.8% |
| 5Y | +48.7% | +84.2% | -35.5% | +25.1% |
| 10Y | +240.8% | +144.6% | +96.2% | +160.1% |
| All | +240.8% | +143.2% | +97.5% | +160.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling