+65.0%
HST vs TNA
+105.9%
-41.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +1.0% |
| 7D | -0.3% | -3.6% | +3.3% | +0.6% |
| 30D | -2.8% | -10.1% | +7.3% | -0.1% |
| 3M | -6.5% | +2.7% | -9.2% | -7.7% |
| 6M | +20.7% | +38.4% | -17.7% | +8.4% |
| YTD | +30.5% | +45.4% | -15.0% | +14.9% |
| 1Y | +36.8% | +55.9% | -19.2% | +16.4% |
| All | +65.0% | +105.9% | -41.0% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling