+642.1%
HST vs TNA
+990.0%
-347.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | +2.0% | +4.1% | -2.1% | +0.3% |
| 30D | -5.2% | -7.6% | +2.4% | -2.2% |
| 3M | -6.2% | +8.1% | -14.3% | -10.2% |
| 6M | +20.4% | +49.0% | -28.6% | -1.5% |
| YTD | +30.6% | +51.7% | -21.1% | +4.9% |
| 1Y | +37.4% | +59.6% | -22.3% | +5.4% |
| 3Y | +66.1% | +118.9% | -52.8% | -5.6% |
| 5Y | +73.7% | -19.2% | +92.9% | +29.0% |
| 10Y | +99.8% | +77.2% | +22.6% | -36.7% |
| All | +642.1% | +990.0% | -347.8% | -74.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling