+36.2%
HST vs TNA
+50.2%
-14.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.1% |
| 7D | +0.7% | -7.6% | +8.3% | +2.3% |
| 30D | -0.7% | -13.6% | +13.0% | +2.2% |
| 3M | -4.0% | +2.8% | -6.8% | -5.0% |
| 6M | +20.7% | +34.5% | -13.8% | +11.5% |
| YTD | +31.0% | +41.0% | -10.0% | +20.5% |
| 1Y | +36.2% | +52.0% | -15.8% | +22.5% |
| All | +36.2% | +50.2% | -14.0% | +22.5% |
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