+1,256.8%
SMH vs DHI
+4,885.3%
-3,628.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.0% |
| 7D | +0.3% | -3.4% | +3.7% | +1.3% |
| 30D | -2.8% | -5.4% | +2.7% | -1.3% |
| 3M | -6.7% | -10.4% | +3.7% | -4.1% |
| 6M | +41.8% | -2.8% | +44.5% | +41.9% |
| YTD | +57.9% | -3.4% | +61.3% | +57.6% |
| 1Y | +87.6% | -22.9% | +110.5% | +99.4% |
| 3Y | +282.9% | +20.7% | +262.3% | +242.4% |
| 5Y | +330.4% | +62.1% | +268.3% | +247.8% |
| 10Y | +1,857.0% | +410.4% | +1,446.6% | +979.3% |
| All | +1,256.8% | +4,885.3% | -3,628.4% | +148.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling