-16.1%
TMUS vs HST
+55.2%
-71.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.4% |
| 7D | +9.5% | +0.6% | +8.9% | +9.4% |
| 30D | +13.8% | +14.5% | -0.7% | +14.5% |
| 3M | -4.6% | +15.4% | -20.0% | -3.9% |
| 6M | -11.7% | +22.0% | -33.7% | -10.0% |
| YTD | -15.4% | +54.9% | -70.2% | -9.5% |
| 1Y | -16.1% | +54.0% | -70.1% | -10.1% |
| All | -16.1% | +55.2% | -71.4% | -10.1% |
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 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