-16.8%
HAL vs TSEM
+920.4%
-937.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.6% | -4.3% | +1.6% |
| 7D | -0.2% | +6.8% | -7.0% | -2.0% |
| 30D | +1.0% | -26.6% | +27.6% | +7.2% |
| 3M | -2.1% | -36.3% | +34.2% | +6.2% |
| 6M | -17.5% | -30.6% | +13.1% | -16.5% |
| YTD | +18.1% | +35.3% | -17.2% | -5.4% |
| 1Y | +19.7% | +59.2% | -39.5% | -9.7% |
| 3Y | -7.9% | +547.7% | -555.6% | -59.6% |
| 5Y | +53.1% | +337.5% | -284.5% | -26.5% |
| 10Y | -16.8% | +887.4% | -904.2% | -72.3% |
| All | -16.8% | +920.4% | -937.1% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling