+122.4%
HST vs TNA
+33.3%
+89.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.3% |
| 7D | +3.6% | +3.7% | -0.1% | +2.1% |
| 30D | +11.2% | +4.4% | +6.8% | +9.1% |
| 3M | +13.1% | -26.7% | +39.8% | +24.1% |
| 6M | +23.9% | -12.8% | +36.7% | +26.8% |
| YTD | +52.3% | +22.7% | +29.6% | +36.8% |
| 1Y | +56.7% | +35.7% | +21.0% | +35.3% |
| 3Y | +87.5% | +134.6% | -47.1% | +18.5% |
| 5Y | +82.8% | -46.0% | +128.8% | +71.3% |
| All | +122.4% | +33.3% | +89.1% | +15.2% |
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