+209.5%
HAL vs TNA
+1,004.3%
-794.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | +17.0% | -4.9% | +22.0% | +18.8% |
| 3M | -9.7% | +0.4% | -10.0% | -11.3% |
| 6M | +8.6% | +32.5% | -23.9% | -6.6% |
| YTD | +33.0% | +53.7% | -20.7% | +7.2% |
| 1Y | +68.3% | +65.1% | +3.2% | +29.0% |
| 3Y | +0.1% | +98.4% | -98.3% | -38.2% |
| 5Y | +102.6% | -22.5% | +125.1% | +54.8% |
| 10Y | +3.8% | +82.5% | -78.7% | -54.9% |
| All | +209.5% | +1,004.3% | -794.9% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling