+161.9%
TMUS vs HUT
+194.0%
-32.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.6% | -13.7% | +0.6% |
| 7D | +3.6% | -11.4% | +14.9% | +3.6% |
| 30D | -3.4% | -41.0% | +37.7% | -2.6% |
| 3M | -9.5% | -41.9% | +32.5% | -8.8% |
| 6M | -15.2% | -51.7% | +36.5% | -14.6% |
| YTD | -18.9% | +14.6% | -33.5% | -20.8% |
| 1Y | -17.7% | +21.4% | -39.1% | -20.0% |
| 3Y | +15.6% | +359.8% | -344.2% | +3.1% |
| 5Y | +38.9% | -27.5% | +66.4% | +26.8% |
| All | +161.9% | +194.0% | -32.1% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling