+273.0%
TSEM vs HTZ
-95.4%
+368.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -8.4% | +13.2% | +5.7% |
| 7D | -17.5% | -14.6% | -2.9% | -16.3% |
| 30D | -44.7% | -20.8% | -23.9% | -43.5% |
| 3M | -38.9% | -18.8% | -20.1% | -38.0% |
| 6M | -36.7% | -74.7% | +38.0% | -30.1% |
| YTD | +17.0% | -68.1% | +85.1% | +26.4% |
| 1Y | +62.8% | -73.5% | +136.3% | +77.8% |
| 3Y | +471.3% | -81.8% | +553.1% | +524.9% |
| All | +273.0% | -95.4% | +368.4% | +364.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling