+575.2%
HLT vs TSEM
+1,313.0%
-737.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | -1.6% | -4.9% | +3.3% | -0.7% |
| 30D | -5.0% | -18.7% | +13.7% | -1.7% |
| 3M | -10.4% | -18.1% | +7.7% | -9.4% |
| 6M | +3.2% | +77.1% | -73.9% | -14.2% |
| YTD | +6.7% | +80.1% | -73.4% | -12.8% |
| 1Y | +10.3% | +220.4% | -210.1% | -22.9% |
| 3Y | +99.3% | +650.1% | -550.7% | +6.8% |
| 5Y | +143.7% | +628.9% | -485.2% | +27.6% |
| All | +575.2% | +1,313.0% | -737.7% | +175.6% |
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