+108.1%
HST vs TNA
+84.1%
+24.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.4% |
| 7D | +0.7% | -7.6% | +8.3% | +3.3% |
| 30D | -0.7% | -13.6% | +13.0% | +4.0% |
| 3M | -4.0% | +2.8% | -6.8% | -5.7% |
| 6M | +20.7% | +34.5% | -13.8% | +6.8% |
| YTD | +31.0% | +41.0% | -10.0% | +13.3% |
| 1Y | +36.2% | +52.0% | -15.8% | +12.8% |
| 3Y | +66.6% | +103.5% | -36.8% | +11.2% |
| 5Y | +75.8% | -22.5% | +98.3% | +45.4% |
| All | +108.1% | +84.1% | +24.0% | -3.1% |
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