+50.5%
TSEM vs HST
+55.2%
-4.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.3% | +2.1% | +5.8% |
| 7D | -9.5% | +0.6% | -10.1% | -9.5% |
| 30D | -35.5% | +14.5% | -49.9% | -36.6% |
| 3M | -41.6% | +15.4% | -57.0% | -42.8% |
| 6M | -30.1% | +22.0% | -52.0% | -35.0% |
| YTD | +25.7% | +54.9% | -29.2% | +3.6% |
| 1Y | +50.5% | +54.0% | -3.5% | +24.5% |
| All | +50.5% | +55.2% | -4.8% | +24.5% |
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