+247.2%
HD vs TSEM
+839.5%
-592.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.3% |
| 7D | +5.2% | -9.5% | +14.7% | +6.2% |
| 30D | +20.7% | -35.5% | +56.2% | +26.4% |
| 3M | +0.8% | -41.6% | +42.4% | +6.3% |
| 6M | +12.2% | -30.1% | +42.3% | +11.8% |
| YTD | +4.2% | +25.7% | -21.5% | -7.8% |
| 1Y | -2.6% | +50.5% | -53.0% | -17.1% |
| 3Y | +30.0% | +501.7% | -471.7% | -20.5% |
| 5Y | +8.1% | +310.9% | -302.8% | -29.7% |
| 10Y | +247.2% | +849.8% | -602.6% | +85.7% |
| All | +247.2% | +839.5% | -592.4% | +85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling