+641.4%
HST vs TNA
+1,004.3%
-362.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -12.3% | -4.9% | -7.3% | -10.5% |
| 3M | -6.4% | +0.4% | -6.7% | -7.8% |
| 6M | +15.0% | +32.5% | -17.5% | -1.3% |
| YTD | +30.5% | +53.7% | -23.2% | +4.3% |
| 1Y | +35.7% | +65.1% | -29.4% | +2.6% |
| 3Y | +68.4% | +98.4% | -30.1% | -0.2% |
| 5Y | +73.1% | -22.5% | +95.6% | +31.1% |
| 10Y | +92.7% | +82.5% | +10.2% | -39.8% |
| All | +641.4% | +1,004.3% | -362.9% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling