+172.7%
TMUS vs HUT
+218.4%
-45.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.3% | -4.2% | +4.0% |
| 7D | +5.3% | +3.7% | +1.7% | +5.1% |
| 30D | +13.5% | -32.3% | +45.9% | +14.2% |
| 3M | -4.2% | -35.6% | +31.4% | -3.8% |
| 6M | -11.9% | -42.1% | +30.2% | -11.6% |
| YTD | -15.6% | +24.1% | -39.7% | -17.6% |
| 1Y | -16.8% | +27.9% | -44.7% | -19.1% |
| 3Y | +20.8% | +409.1% | -388.3% | +7.4% |
| 5Y | +48.0% | -25.9% | +74.0% | +35.2% |
| All | +172.7% | +218.4% | -45.6% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 10y: compounded portfolio wealth divided by compounded HUT 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…
10y analysis · Full analysis span regression · 6 months rolling