+711.8%
HAL vs TSEM
+11.3%
+700.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.8% | -8.4% | -1.5% |
| 7D | +2.9% | +6.9% | -4.0% | +2.1% |
| 30D | +17.0% | +5.3% | +11.7% | +16.0% |
| 3M | -9.7% | -14.9% | +5.3% | -9.3% |
| 6M | +8.6% | +80.0% | -71.4% | -1.2% |
| YTD | +33.0% | +89.4% | -56.4% | +19.7% |
| 1Y | +68.3% | +253.1% | -184.8% | +40.3% |
| 3Y | +0.1% | +642.1% | -642.0% | -24.4% |
| 5Y | +102.6% | +659.1% | -556.5% | +50.8% |
| 10Y | +3.8% | +1,291.4% | -1,287.5% | -27.7% |
| All | +711.8% | +11.3% | +700.5% | +416.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling