+374.1%
HBAN vs TSEM
+10.0%
+364.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | +2.1% | +10.4% | -8.4% | +0.9% |
| 30D | -4.5% | -12.9% | +8.4% | -3.1% |
| 3M | +2.6% | -9.2% | +11.7% | +2.3% |
| 6M | +4.7% | +98.8% | -94.0% | -5.8% |
| YTD | -1.5% | +87.2% | -88.7% | -11.2% |
| 1Y | -1.9% | +239.0% | -240.9% | -17.9% |
| 3Y | +75.2% | +679.5% | -604.3% | +31.7% |
| 5Y | +37.2% | +667.3% | -630.1% | +2.3% |
| 10Y | +156.6% | +1,301.0% | -1,144.4% | +76.7% |
| All | +374.1% | +10.0% | +364.1% | +179.1% |
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