+52.8%
TMUS vs HST
+83.2%
-30.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | +8.2% | -1.3% | +9.4% | +8.3% |
| 30D | +13.4% | +13.4% | 0.0% | +11.5% |
| 3M | -3.0% | +16.7% | -19.7% | -5.0% |
| 6M | -8.8% | +24.0% | -32.8% | -11.4% |
| YTD | -13.8% | +54.0% | -67.8% | -18.9% |
| 1Y | -17.1% | +55.0% | -72.1% | -22.1% |
| 3Y | +22.7% | +89.3% | -66.7% | +9.4% |
| 5Y | +52.8% | +85.4% | -32.6% | +39.0% |
| All | +52.8% | +83.2% | -30.3% | +39.0% |
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