+1,266.1%
TNA vs HBM
+649.7%
+616.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.8% |
| 7D | -3.6% | +5.5% | -9.1% | -6.7% |
| 30D | -10.1% | +3.3% | -13.3% | -12.2% |
| 3M | +2.7% | +12.7% | -10.0% | -6.4% |
| 6M | +38.4% | +28.2% | +10.2% | +15.8% |
| YTD | +45.4% | +45.3% | +0.1% | +10.7% |
| 1Y | +55.9% | +121.7% | -65.8% | -7.8% |
| 3Y | +109.8% | +523.5% | -413.7% | -33.1% |
| 5Y | -22.5% | +393.9% | -416.4% | -73.2% |
| 10Y | +87.5% | +647.9% | -560.4% | -58.6% |
| All | +1,266.1% | +649.7% | +616.4% | +119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling