+36.3%
HBAN vs TSEM
+617.3%
-581.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | -1.0% | -4.9% | +3.9% | -0.3% |
| 30D | -5.6% | -18.7% | +13.1% | -2.9% |
| 3M | -1.1% | -18.1% | +17.0% | -0.1% |
| 6M | +9.9% | +77.1% | -67.2% | -6.3% |
| YTD | -0.9% | +80.1% | -81.1% | -16.8% |
| 1Y | -1.4% | +220.4% | -221.8% | -28.2% |
| 3Y | +78.2% | +650.1% | -571.9% | +2.8% |
| All | +36.3% | +617.3% | -581.0% | -20.4% |
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