+42.0%
TMUS vs HUT
+71.6%
-29.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.2% | -9.6% | -3.5% |
| 7D | +0.1% | +17.8% | -17.7% | -0.1% |
| 30D | +5.3% | +0.8% | +4.4% | +5.2% |
| 3M | +3.1% | -26.8% | +29.9% | +3.4% |
| 6M | -16.5% | +72.6% | -89.0% | -17.8% |
| YTD | -9.2% | +103.6% | -112.8% | -11.3% |
| 1Y | -26.5% | +265.3% | -291.7% | -30.1% |
| 3Y | +39.0% | +689.4% | -650.4% | +22.5% |
| All | +42.0% | +71.6% | -29.7% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling