+1,645.7%
HCA vs TSEM
+1,036.0%
+609.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -2.8% | +10.4% | -13.2% | -4.0% |
| 30D | -2.7% | -12.9% | +10.2% | -1.3% |
| 3M | +11.5% | -9.2% | +20.7% | +10.4% |
| 6M | -24.3% | +98.8% | -123.1% | -34.6% |
| YTD | -13.6% | +87.2% | -100.8% | -25.2% |
| 1Y | -3.2% | +239.0% | -242.2% | -24.5% |
| 3Y | +50.4% | +679.5% | -629.1% | -2.4% |
| 5Y | +64.8% | +667.3% | -602.5% | +5.1% |
| 10Y | +456.5% | +1,301.0% | -844.5% | +205.6% |
| All | +1,645.7% | +1,036.0% | +609.7% | +862.4% |
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 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