+43.4%
SMH vs DHR
+11.6%
+31.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -2.7% |
| 7D | -11.2% | +0.4% | -11.5% | -11.1% |
| 30D | -20.4% | +6.2% | -26.7% | -20.2% |
| 3M | -12.4% | +20.8% | -33.2% | -11.5% |
| 6M | -0.5% | +35.5% | -36.0% | -2.1% |
| YTD | +40.0% | +3.2% | +36.8% | +47.6% |
| 1Y | +43.4% | +10.7% | +32.7% | +54.8% |
| All | +43.4% | +11.6% | +31.8% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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