+60.4%
HCA vs TNA
+101.9%
-41.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.3% |
| 7D | +5.4% | -7.3% | +12.7% | +6.1% |
| 30D | +3.0% | -14.2% | +17.1% | +4.3% |
| 3M | +13.0% | -4.6% | +17.6% | +13.2% |
| 6M | -20.3% | +36.9% | -57.2% | -23.2% |
| YTD | -8.2% | +42.5% | -50.8% | -12.4% |
| 1Y | +6.7% | +45.8% | -39.1% | +1.0% |
| 3Y | +60.4% | +104.7% | -44.3% | +36.0% |
| All | +60.4% | +101.9% | -41.5% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling