+67.6%
HAL vs TSEM
+233.2%
-165.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.9% |
| 7D | -1.3% | +4.7% | -6.0% | -1.4% |
| 30D | +10.9% | -14.2% | +25.1% | +11.2% |
| 3M | -5.8% | -5.0% | -0.8% | -5.9% |
| 6M | +8.1% | +87.6% | -79.5% | +5.5% |
| YTD | +33.2% | +84.4% | -51.2% | +30.3% |
| All | +67.6% | +233.2% | -165.6% | +66.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling