+239.0%
TSEM vs HST
+36.9%
+202.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +10.4% | +2.0% | +8.4% | +10.1% |
| 30D | -12.9% | -5.2% | -7.7% | -12.4% |
| 3M | -9.2% | -6.2% | -2.9% | -10.2% |
| 6M | +98.8% | +20.4% | +78.3% | +78.7% |
| YTD | +87.2% | +30.6% | +56.6% | +64.7% |
| 1Y | +239.0% | +37.4% | +201.6% | +193.5% |
| All | +239.0% | +36.9% | +202.1% | +193.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling