+1,927.1%
HL vs TNA
+944.8%
+982.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.1% | +3.4% |
| 7D | +0.4% | -3.6% | +4.0% | +1.6% |
| 30D | +18.8% | -10.1% | +28.9% | +23.5% |
| 3M | +43.7% | +2.7% | +41.0% | +42.7% |
| 6M | -1.0% | +38.4% | -39.5% | -11.7% |
| YTD | +8.7% | +45.4% | -36.7% | -4.3% |
| 1Y | +105.0% | +55.9% | +49.1% | +74.4% |
| 3Y | +427.3% | +109.8% | +317.5% | +262.8% |
| 5Y | +249.3% | -22.5% | +271.8% | +199.9% |
| 10Y | +284.2% | +87.5% | +196.6% | +69.4% |
| All | +1,927.1% | +944.8% | +982.3% | +103.8% |
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 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