+80.0%
TSEM vs HST
+16.3%
+63.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.6% | +7.8% |
| 7D | +6.9% | -1.0% | +7.9% | +7.0% |
| 30D | +5.3% | -12.3% | +17.6% | +6.8% |
| 3M | -14.9% | -6.4% | -8.6% | -17.9% |
| 6M | +80.0% | +15.0% | +65.0% | +42.6% |
| All | +80.0% | +16.3% | +63.8% | +42.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling