+238.4%
TMUS vs HST
+142.8%
+95.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.6% | -2.7% | +6.2% | +4.1% |
| 30D | -3.4% | +10.7% | -14.1% | -5.4% |
| 3M | -9.5% | +6.3% | -15.7% | -10.7% |
| 6M | -15.2% | +19.0% | -34.2% | -18.3% |
| YTD | -18.9% | +47.0% | -66.0% | -25.4% |
| 1Y | -17.7% | +53.4% | -71.1% | -25.1% |
| 3Y | +15.6% | +78.0% | -62.4% | 0.0% |
| 5Y | +38.9% | +71.7% | -32.8% | +18.5% |
| All | +238.4% | +142.8% | +95.6% | +162.3% |
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