+238.4%
TMUS vs HWM
+1,472.2%
-1,233.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.6% | +0.5% |
| 7D | +3.6% | +3.3% | +0.3% | +2.8% |
| 30D | -3.4% | -7.6% | +4.2% | -2.4% |
| 3M | -9.5% | -28.9% | +19.5% | -4.4% |
| 6M | -15.2% | -19.7% | +4.5% | -12.8% |
| YTD | -18.9% | +0.5% | -19.5% | -20.6% |
| 1Y | -17.7% | +0.3% | -18.0% | -19.5% |
| 3Y | +15.6% | +325.8% | -310.2% | -18.4% |
| 5Y | +38.9% | +524.7% | -485.8% | -10.9% |
| All | +238.4% | +1,472.2% | -1,233.8% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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