+327.2%
SMH vs DHI
+61.2%
+266.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.9% |
| 7D | +0.3% | -3.4% | +3.7% | +1.5% |
| 30D | -2.8% | -5.4% | +2.7% | -1.1% |
| 3M | -6.7% | -10.4% | +3.7% | -3.6% |
| 6M | +41.8% | -2.8% | +44.5% | +41.7% |
| YTD | +57.9% | -3.4% | +61.3% | +57.1% |
| 1Y | +87.6% | -22.9% | +110.5% | +101.9% |
| 3Y | +282.9% | +20.7% | +262.3% | +212.0% |
| All | +327.2% | +61.2% | +266.0% | +183.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling