+3.2%
HAL vs TNA
+84.1%
-80.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.2% | -1.7% |
| 7D | -3.3% | -7.6% | +4.3% | -0.4% |
| 30D | +7.2% | -13.6% | +20.8% | +13.0% |
| 3M | -8.8% | +2.8% | -11.6% | -11.2% |
| 6M | +3.0% | +34.5% | -31.5% | -12.2% |
| YTD | +29.4% | +41.0% | -11.6% | +7.1% |
| 1Y | +62.8% | +52.0% | +10.8% | +27.8% |
| 3Y | -6.4% | +103.5% | -109.9% | -44.3% |
| 5Y | +103.6% | -22.5% | +126.2% | +54.0% |
| All | +3.2% | +84.1% | -80.9% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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