+418.5%
TSEM vs HTZ
-92.6%
+511.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.6% | +11.5% | +10.9% |
| 7D | -2.0% | -16.4% | +14.5% | -0.3% |
| 30D | -33.4% | -15.1% | -18.3% | -32.5% |
| 3M | -39.7% | -28.2% | -11.5% | -38.2% |
| 6M | -27.8% | -73.1% | +45.2% | -20.8% |
| YTD | +29.7% | -68.3% | +98.0% | +40.1% |
| 1Y | +81.1% | -75.2% | +156.4% | +98.7% |
| 3Y | +529.3% | -81.1% | +610.4% | +580.0% |
| 5Y | +315.0% | -95.0% | +410.0% | +398.7% |
| All | +418.5% | -92.6% | +511.1% | +524.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling