+42.0%
TMUS vs HST
+74.0%
-32.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.7% | -3.5% |
| 7D | +0.1% | -1.0% | +1.1% | +0.2% |
| 30D | +5.3% | -12.3% | +17.5% | +7.0% |
| 3M | +3.1% | -6.4% | +9.5% | +3.9% |
| 6M | -16.5% | +15.0% | -31.5% | -18.1% |
| YTD | -9.2% | +30.5% | -39.7% | -12.7% |
| 1Y | -26.5% | +35.7% | -62.2% | -29.8% |
| 3Y | +39.0% | +68.4% | -29.4% | +25.1% |
| All | +42.0% | +74.0% | -32.0% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling