+75.6%
HST vs TNA
+37.5%
+38.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | +0.3% |
| 7D | +3.3% | +2.4% | +0.9% | +2.8% |
| 30D | +16.4% | -0.9% | +17.3% | +16.4% |
| 3M | +5.5% | -19.2% | +24.7% | +9.9% |
| 6M | +31.1% | -0.8% | +32.0% | +29.5% |
| YTD | +55.9% | +33.2% | +22.7% | +44.4% |
| 1Y | +75.6% | +38.5% | +37.1% | +60.7% |
| All | +75.6% | +37.5% | +38.1% | +60.7% |
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