+663.0%
TSEM vs HST
+74.0%
+589.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.6% | +7.7% |
| 7D | +6.9% | -1.0% | +7.9% | +7.3% |
| 30D | +5.3% | -12.3% | +17.6% | +10.2% |
| 3M | -14.9% | -6.4% | -8.6% | -13.6% |
| 6M | +80.0% | +15.0% | +65.0% | +68.2% |
| YTD | +89.4% | +30.5% | +58.8% | +67.6% |
| 1Y | +253.1% | +35.7% | +217.4% | +207.1% |
| 3Y | +642.1% | +68.4% | +573.7% | +492.5% |
| All | +663.0% | +74.0% | +589.0% | +454.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling