+96.2%
SMH vs DHI
-16.9%
+113.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.8% | +2.8% |
| 7D | +2.5% | -3.1% | +5.7% | +3.0% |
| 30D | -0.5% | -5.5% | +5.0% | +0.4% |
| 3M | -9.6% | -2.2% | -7.4% | -9.5% |
| 6M | +42.1% | -6.0% | +48.0% | +40.6% |
| YTD | +57.4% | 0.0% | +57.5% | +55.5% |
| 1Y | +96.2% | -18.2% | +114.5% | +97.1% |
| All | +96.2% | -16.9% | +113.1% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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