+346.0%
TSEM vs HTZ
-91.9%
+437.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -20.8% | +8.8% | -9.8% |
| 7D | -30.3% | -7.7% | -22.6% | -29.7% |
| 30D | -49.3% | -13.1% | -36.2% | -48.7% |
| 3M | -38.0% | +14.7% | -52.7% | -39.2% |
| 6M | -41.9% | -70.6% | +28.7% | -36.8% |
| YTD | +11.6% | -65.2% | +76.7% | +19.5% |
| 1Y | +50.5% | -73.2% | +123.6% | +63.7% |
| 3Y | +445.3% | -80.8% | +526.2% | +489.0% |
| 5Y | +272.2% | -94.8% | +367.0% | +345.2% |
| All | +346.0% | -91.9% | +437.9% | +432.5% |
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