+256.9%
HL vs TSEM
+1,313.0%
-1,056.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.7% |
| 7D | -4.4% | -4.9% | +0.5% | -2.8% |
| 30D | +9.3% | -18.7% | +28.0% | +16.1% |
| 3M | +32.0% | -18.1% | +50.1% | +36.0% |
| 6M | -6.4% | +77.1% | -83.5% | -27.8% |
| YTD | +3.1% | +80.1% | -77.0% | -21.8% |
| 1Y | +77.6% | +220.4% | -142.8% | +10.2% |
| 3Y | +392.8% | +650.1% | -257.2% | +119.3% |
| 5Y | +234.1% | +628.9% | -394.8% | +43.2% |
| All | +256.9% | +1,313.0% | -1,056.1% | +21.3% |
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 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