+2,453.4%
HD vs TNA
+1,004.3%
+1,449.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -8.4% | -4.9% | -3.5% | -7.5% |
| 3M | +4.3% | +0.4% | +4.0% | +3.7% |
| 6M | -11.1% | +32.5% | -43.7% | -17.8% |
| YTD | -4.7% | +53.7% | -58.4% | -15.3% |
| 1Y | -19.8% | +65.1% | -84.9% | -30.8% |
| 3Y | +4.1% | +98.4% | -94.3% | -20.9% |
| 5Y | +10.3% | -22.5% | +32.8% | -4.9% |
| 10Y | +203.2% | +82.5% | +120.6% | +68.0% |
| All | +2,453.4% | +1,004.3% | +1,449.0% | +461.9% |
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