+1,301.0%
TSEM vs HST
+97.7%
+1,203.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +10.4% | +2.0% | +8.4% | +9.7% |
| 30D | -12.9% | -5.2% | -7.7% | -11.3% |
| 3M | -9.2% | -6.2% | -2.9% | -7.7% |
| 6M | +98.8% | +20.4% | +78.3% | +84.5% |
| YTD | +87.2% | +30.6% | +56.6% | +68.3% |
| 1Y | +239.0% | +37.4% | +201.6% | +198.8% |
| 3Y | +679.5% | +66.1% | +613.4% | +541.2% |
| 5Y | +667.3% | +73.7% | +593.5% | +499.8% |
| 10Y | +1,301.0% | +99.8% | +1,201.2% | +940.7% |
| All | +1,301.0% | +97.7% | +1,203.3% | +940.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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