+80.2%
HL vs TSEM
+10.0%
+70.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.9% |
| 7D | +7.1% | +10.4% | -3.4% | +5.8% |
| 30D | +21.4% | -12.9% | +34.4% | +23.2% |
| 3M | +37.4% | -9.2% | +46.6% | +37.6% |
| 6M | +0.4% | +98.8% | -98.4% | -8.5% |
| YTD | +6.7% | +87.2% | -80.5% | -2.3% |
| 1Y | +102.4% | +239.0% | -136.6% | +73.8% |
| 3Y | +417.4% | +679.5% | -262.1% | +304.3% |
| 5Y | +243.3% | +667.3% | -423.9% | +166.6% |
| 10Y | +242.6% | +1,301.0% | -1,058.5% | +150.5% |
| All | +80.2% | +10.0% | +70.2% | +11.2% |
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