-23.9%
HD vs TNA
+50.2%
-74.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.0% |
| 7D | -3.9% | -7.6% | +3.7% | -2.6% |
| 30D | -13.1% | -13.6% | +0.5% | -11.0% |
| 3M | -3.4% | +2.8% | -6.3% | -4.0% |
| 6M | -12.6% | +34.5% | -47.1% | -17.4% |
| YTD | -9.2% | +41.0% | -50.3% | -15.1% |
| 1Y | -23.9% | +52.0% | -75.9% | -30.5% |
| All | -23.9% | +50.2% | -74.1% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling