+47.4%
HAL vs TSEM
+306.6%
-259.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.2% |
| 7D | -6.5% | -9.5% | +3.0% | -5.7% |
| 30D | -2.1% | -35.5% | +33.3% | +1.7% |
| 3M | -4.9% | -41.6% | +36.7% | -0.5% |
| 6M | -19.3% | -30.1% | +10.8% | -19.0% |
| YTD | +14.3% | +25.7% | -11.4% | +3.5% |
| 1Y | +17.3% | +50.5% | -33.2% | +2.8% |
| 3Y | -10.9% | +501.7% | -512.6% | -38.4% |
| 5Y | +47.4% | +310.9% | -263.5% | +8.3% |
| All | +47.4% | +306.6% | -259.2% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling