+635.0%
HLT vs TSEM
+5,181.0%
-4,545.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.4% |
| 7D | -2.6% | +0.9% | -3.5% | -2.8% |
| 30D | -2.6% | -16.6% | +14.0% | 0.0% |
| 3M | -9.4% | -10.9% | +1.5% | -9.9% |
| 6M | +2.7% | +78.0% | -75.3% | -12.0% |
| YTD | +6.8% | +77.2% | -70.4% | -9.4% |
| 1Y | +12.4% | +207.6% | -195.2% | -15.3% |
| 3Y | +100.2% | +637.8% | -537.7% | +22.6% |
| 5Y | +143.7% | +617.0% | -473.3% | +47.5% |
| 10Y | +584.9% | +1,270.7% | -685.8% | +260.7% |
| All | +635.0% | +5,181.0% | -4,545.9% | +278.1% |
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