+52.8%
TMUS vs HWM
+603.8%
-551.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.4% | +1.6% |
| 7D | +8.2% | +5.0% | +3.2% | +7.5% |
| 30D | +13.4% | +1.5% | +11.8% | +12.9% |
| 3M | -3.0% | -20.3% | +17.3% | -0.5% |
| 6M | -8.8% | -18.0% | +9.2% | -7.0% |
| YTD | -13.8% | +9.5% | -23.3% | -16.7% |
| 1Y | -17.1% | +7.5% | -24.5% | -19.6% |
| 3Y | +22.7% | +355.7% | -333.0% | -17.9% |
| 5Y | +52.8% | +610.2% | -557.4% | -13.5% |
| All | +52.8% | +603.8% | -551.0% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling