+256.9%
HL vs TNA
+86.1%
+170.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | -4.4% | -7.3% | +2.9% | -2.0% |
| 30D | +9.3% | -14.2% | +23.5% | +15.1% |
| 3M | +32.0% | -4.6% | +36.5% | +34.3% |
| 6M | -6.4% | +36.9% | -43.4% | -15.3% |
| YTD | +3.1% | +42.5% | -39.4% | -7.4% |
| 1Y | +77.6% | +45.8% | +31.8% | +57.0% |
| 3Y | +392.8% | +104.7% | +288.2% | +256.9% |
| 5Y | +234.1% | -21.7% | +255.8% | +190.8% |
| All | +256.9% | +86.1% | +170.8% | +109.4% |
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