+9.0%
HCA vs TSEM
+79.9%
-70.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -8.7% | +19.1% | +9.7% |
| 7D | +10.2% | -23.1% | +33.4% | +8.5% |
| 30D | +17.4% | -40.4% | +57.8% | +14.1% |
| 3M | +27.7% | -37.9% | +65.6% | +24.6% |
| 6M | +20.0% | -30.8% | +50.8% | +17.3% |
| YTD | +10.0% | +26.7% | -16.7% | +8.3% |
| 1Y | +9.0% | +80.5% | -71.5% | +10.3% |
| All | +9.0% | +79.9% | -70.9% | +10.3% |
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 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