+310.9%
TSEM vs HTZ
-94.3%
+405.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.0% | +4.9% | -2.3% |
| 7D | -9.5% | -27.5% | +18.1% | -6.6% |
| 30D | -35.5% | -21.9% | -13.6% | -34.0% |
| 3M | -41.6% | -29.2% | -12.3% | -40.0% |
| 6M | -30.1% | -75.2% | +45.2% | -22.5% |
| YTD | +25.7% | -70.8% | +96.5% | +37.1% |
| 1Y | +50.5% | -76.1% | +126.6% | +66.1% |
| 3Y | +501.7% | -82.5% | +584.2% | +561.4% |
| 5Y | +310.9% | -94.1% | +405.0% | +406.3% |
| All | +310.9% | -94.3% | +405.2% | +406.3% |
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