+7.4%
HAL vs TSEM
+1,283.8%
-1,276.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | -1.3% | +4.7% | -6.0% | -2.5% |
| 30D | +10.9% | -14.2% | +25.1% | +14.6% |
| 3M | -5.8% | -5.0% | -0.8% | -8.1% |
| 6M | +8.1% | +87.6% | -79.5% | -16.8% |
| YTD | +33.2% | +84.4% | -51.2% | +1.3% |
| 1Y | +74.2% | +235.4% | -161.2% | +7.3% |
| 3Y | -3.7% | +668.0% | -671.7% | -57.9% |
| 5Y | +111.9% | +644.7% | -532.9% | -12.8% |
| 10Y | +7.4% | +1,326.7% | -1,319.3% | -66.6% |
| All | +7.4% | +1,283.8% | -1,276.4% | -66.6% |
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