+238.2%
HL vs TSEM
+610.6%
-372.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | -0.1% | -2.9% |
| 7D | -5.6% | +0.9% | -6.5% | -6.0% |
| 30D | +12.7% | -16.6% | +29.4% | +17.8% |
| 3M | +42.5% | -10.9% | +53.4% | +42.8% |
| 6M | -9.0% | +78.0% | -87.0% | -26.5% |
| YTD | +4.4% | +77.2% | -72.8% | -16.3% |
| 1Y | +82.7% | +207.6% | -124.9% | +25.4% |
| 3Y | +406.3% | +637.8% | -231.5% | +173.3% |
| 5Y | +238.2% | +617.0% | -378.8% | +76.4% |
| All | +238.2% | +610.6% | -372.5% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling