-31.2%
TSEM vs HST
+799.1%
-830.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.9% | +4.9% |
| 7D | -17.5% | -2.7% | -14.8% | -16.8% |
| 30D | -44.7% | +10.7% | -55.4% | -46.1% |
| 3M | -38.9% | +6.3% | -45.1% | -39.9% |
| 6M | -36.7% | +19.0% | -55.6% | -40.0% |
| YTD | +17.0% | +47.0% | -30.1% | +4.5% |
| 1Y | +62.8% | +53.4% | +9.4% | +43.9% |
| 3Y | +471.3% | +78.0% | +393.3% | +383.8% |
| 5Y | +290.3% | +71.7% | +218.6% | +225.1% |
| 10Y | +790.1% | +146.2% | +643.9% | +541.1% |
| All | -31.2% | +799.1% | -830.3% | -67.5% |
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 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