-17.7%
TMUS vs HST
+57.3%
-75.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.6% | -2.7% | +6.2% | +3.4% |
| 30D | -3.4% | +10.7% | -14.1% | -3.1% |
| 3M | -9.5% | +6.3% | -15.7% | -9.4% |
| 6M | -15.2% | +19.0% | -34.2% | -13.8% |
| YTD | -18.9% | +47.0% | -66.0% | -15.0% |
| 1Y | -17.7% | +53.4% | -71.1% | -13.6% |
| All | -17.7% | +57.3% | -75.0% | -13.6% |
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