-23.0%
TNA vs HBM
+327.6%
-350.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | -7.3% | -3.3% | -4.0% | -5.7% |
| 30D | -14.2% | -4.8% | -9.4% | -12.3% |
| 3M | -4.6% | -0.4% | -4.1% | -7.2% |
| 6M | +36.9% | +17.9% | +19.1% | +17.9% |
| YTD | +42.5% | +33.7% | +8.8% | +9.8% |
| 1Y | +45.8% | +95.6% | -49.8% | -13.6% |
| 3Y | +104.7% | +458.1% | -353.5% | -43.0% |
| All | -23.0% | +327.6% | -350.6% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 5y: compounded portfolio wealth divided by compounded HBM 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…
5y analysis · Full analysis span regression · 6 months rolling