+87.6%
SMH vs BHP
+70.6%
+17.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.3% | -3.6% | +3.9% | +2.6% |
| 30D | -2.8% | -1.2% | -1.6% | -2.5% |
| 3M | -6.7% | +1.2% | -7.9% | -8.4% |
| 6M | +41.8% | +21.4% | +20.4% | +25.1% |
| YTD | +57.9% | +50.4% | +7.5% | +23.9% |
| 1Y | +87.6% | +67.5% | +20.1% | +39.1% |
| All | +87.6% | +70.6% | +17.1% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 1y: compounded portfolio wealth divided by compounded BHP 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…
1y analysis · Full analysis span regression · 6 months rolling