+320.5%
TMUS vs HST
+64.8%
+255.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.7% | -3.5% |
| 7D | +0.1% | -1.0% | +1.1% | +0.4% |
| 30D | +5.3% | -12.3% | +17.5% | +9.0% |
| 3M | +3.1% | -6.4% | +9.5% | +4.9% |
| 6M | -16.5% | +15.0% | -31.5% | -20.1% |
| YTD | -9.2% | +30.5% | -39.7% | -16.4% |
| 1Y | -26.5% | +35.7% | -62.2% | -33.4% |
| 3Y | +39.0% | +68.4% | -29.4% | +15.4% |
| 5Y | +40.4% | +73.1% | -32.7% | +11.9% |
| 10Y | +303.7% | +92.7% | +211.0% | +185.3% |
| All | +320.5% | +64.8% | +255.7% | +154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling