+1,729.1%
HCA vs TNA
+251.2%
+1,477.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.6% |
| 7D | +2.9% | -7.6% | +10.5% | +4.8% |
| 30D | +2.4% | -13.6% | +16.0% | +5.8% |
| 3M | +13.0% | +2.8% | +10.2% | +11.4% |
| 6M | -21.4% | +34.5% | -55.9% | -28.4% |
| YTD | -9.5% | +41.0% | -50.5% | -19.3% |
| 1Y | +7.5% | +52.0% | -44.5% | -7.3% |
| 3Y | +57.6% | +103.5% | -45.9% | +12.0% |
| 5Y | +71.1% | -22.5% | +93.6% | +41.2% |
| 10Y | +498.8% | +81.9% | +416.9% | +203.1% |
| All | +1,729.1% | +251.2% | +1,477.9% | +580.3% |
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