+272.0%
TMUS vs HST
+85.7%
+186.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.7% | +6.6% | +2.5% |
| 7D | +9.0% | -4.2% | +13.2% | +10.2% |
| 30D | -3.2% | +9.6% | -12.8% | -5.9% |
| 3M | -6.9% | -1.1% | -5.8% | -7.0% |
| 6M | -16.4% | +21.1% | -37.5% | -21.2% |
| YTD | -19.6% | +47.1% | -66.7% | -28.7% |
| 1Y | -19.9% | +64.0% | -83.9% | -31.3% |
| 3Y | +14.5% | +77.1% | -62.6% | -6.2% |
| 5Y | +37.7% | +71.8% | -34.1% | +10.2% |
| 10Y | +242.2% | +146.3% | +96.0% | +124.3% |
| All | +272.0% | +85.7% | +186.3% | +117.0% |
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 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