+11.3%
TSEM vs HST
+698.1%
-686.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.6% | +7.8% |
| 7D | +6.9% | -1.0% | +7.9% | +7.2% |
| 30D | +5.3% | -12.3% | +17.6% | +8.9% |
| 3M | -14.9% | -6.4% | -8.6% | -13.8% |
| 6M | +80.0% | +15.0% | +65.0% | +72.4% |
| YTD | +89.4% | +30.5% | +58.8% | +74.7% |
| 1Y | +253.1% | +35.7% | +217.4% | +221.8% |
| 3Y | +642.1% | +68.4% | +573.7% | +537.4% |
| 5Y | +659.1% | +73.1% | +586.0% | +531.2% |
| 10Y | +1,291.4% | +92.7% | +1,198.6% | +967.4% |
| All | +11.3% | +698.1% | -686.8% | -45.7% |
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 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