-23.8%
TSEM vs HST
+823.2%
-847.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.7% | +8.2% | +10.1% |
| 7D | -2.0% | -1.1% | -0.8% | -1.5% |
| 30D | -33.4% | +11.6% | -45.0% | -35.3% |
| 3M | -39.7% | +9.5% | -49.2% | -41.1% |
| 6M | -27.8% | +18.9% | -46.8% | -31.5% |
| YTD | +29.7% | +51.0% | -21.3% | +15.1% |
| 1Y | +81.1% | +53.0% | +28.2% | +60.3% |
| 3Y | +529.3% | +87.5% | +441.8% | +426.0% |
| 5Y | +315.0% | +76.7% | +238.3% | +243.2% |
| 10Y | +865.7% | +137.9% | +727.8% | +601.6% |
| All | -23.8% | +823.2% | -847.0% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling