+634.9%
HLT vs TNA
+107.8%
+527.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -1.6% | -7.3% | +5.7% | +0.4% |
| 30D | -5.0% | -14.2% | +9.1% | -1.2% |
| 3M | -10.4% | -4.6% | -5.8% | -9.9% |
| 6M | +3.2% | +36.9% | -33.7% | -7.1% |
| YTD | +6.7% | +42.5% | -35.8% | -5.8% |
| 1Y | +10.3% | +45.8% | -35.5% | -4.7% |
| 3Y | +99.3% | +104.7% | -5.3% | +40.7% |
| 5Y | +143.7% | -21.7% | +165.4% | +104.5% |
| 10Y | +584.7% | +83.8% | +500.9% | +244.3% |
| All | +634.9% | +107.8% | +527.1% | +253.8% |
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