+23.0%
TMUS vs HUT
+478.8%
-455.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.6% | -5.7% | +2.1% |
| 7D | +8.2% | +24.8% | -16.6% | +9.0% |
| 30D | +13.4% | -28.4% | +41.7% | +12.6% |
| 3M | -3.0% | -31.2% | +28.2% | -3.6% |
| 6M | -8.8% | -40.2% | +31.5% | -9.3% |
| YTD | -13.8% | +32.9% | -46.8% | -13.2% |
| 1Y | -17.1% | +39.1% | -56.1% | -16.4% |
| All | +23.0% | +478.8% | -455.8% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling