+45.9%
HLT vs TSEM
+79.9%
-34.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -8.7% | +12.2% | +3.5% |
| 7D | +7.7% | -23.1% | +30.8% | +7.8% |
| 30D | +19.1% | -40.4% | +59.5% | +19.6% |
| 3M | +20.7% | -37.9% | +58.6% | +21.1% |
| 6M | +21.0% | -30.8% | +51.8% | +19.4% |
| YTD | +31.3% | +26.7% | +4.5% | +24.7% |
| 1Y | +45.9% | +80.5% | -34.6% | +34.2% |
| All | +45.9% | +79.9% | -34.0% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling