+657.0%
TSEM vs HTZ
-89.5%
+746.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.3% | +6.5% | +7.7% |
| 7D | +6.9% | +7.5% | -0.6% | +6.1% |
| 30D | +5.3% | +47.4% | -42.1% | +0.9% |
| 3M | -14.9% | -54.9% | +40.0% | -10.7% |
| 6M | +80.0% | -47.0% | +127.0% | +86.8% |
| YTD | +89.4% | -55.3% | +144.6% | +98.5% |
| 1Y | +253.1% | -57.6% | +310.7% | +268.4% |
| 3Y | +642.1% | -86.6% | +728.7% | +734.8% |
| 5Y | +659.1% | -86.1% | +745.2% | +720.9% |
| All | +657.0% | -89.5% | +746.6% | +784.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling