+206.4%
HD vs TNA
+86.1%
+120.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | -3.8% | -7.3% | +3.4% | -2.2% |
| 30D | -9.4% | -14.2% | +4.7% | -6.3% |
| 3M | -4.6% | -4.6% | 0.0% | -3.9% |
| 6M | -10.1% | +36.9% | -47.0% | -17.5% |
| YTD | -8.3% | +42.5% | -50.9% | -17.2% |
| 1Y | -25.0% | +45.8% | -70.8% | -33.5% |
| 3Y | +1.5% | +104.7% | -103.1% | -23.9% |
| 5Y | +5.6% | -21.7% | +27.3% | -9.5% |
| All | +206.4% | +86.1% | +120.3% | +63.8% |
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