-0.9%
HCA vs TSEM
+259.4%
-260.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.8% | -8.9% | -0.5% |
| 7D | -3.1% | +6.9% | -10.0% | -2.6% |
| 30D | -1.1% | +5.3% | -6.4% | -0.6% |
| 3M | +12.2% | -14.9% | +27.1% | +12.1% |
| 6M | -25.3% | +80.0% | -105.4% | -24.1% |
| YTD | -12.9% | +89.4% | -102.3% | -11.2% |
| 1Y | -0.9% | +253.1% | -254.0% | +14.1% |
| All | -0.9% | +259.4% | -260.3% | +14.1% |
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 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