+6,371.7%
HD vs TSEM
-23.8%
+6,395.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.9% | -8.0% | +2.1% |
| 7D | +3.6% | -2.0% | +5.5% | +3.6% |
| 30D | +21.6% | -33.4% | +55.0% | +24.7% |
| 3M | +0.1% | -39.7% | +39.8% | +3.2% |
| 6M | +13.0% | -27.8% | +40.8% | +13.2% |
| YTD | +4.9% | +29.7% | -24.8% | -0.5% |
| 1Y | -2.1% | +81.1% | -83.2% | -10.0% |
| 3Y | +32.6% | +529.3% | -496.7% | +8.6% |
| 5Y | +8.2% | +315.0% | -306.7% | -9.1% |
| 10Y | +257.9% | +865.7% | -607.8% | +177.2% |
| All | +6,371.7% | -23.8% | +6,395.4% | +4,529.3% |
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 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