+41.6%
SMH vs HAL
+28.0%
+13.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.1% | -3.5% |
| 7D | +4.9% | +6.1% | -1.2% | +3.9% |
| 30D | -13.8% | +2.9% | -16.7% | -14.1% |
| 3M | -17.4% | +3.3% | -20.7% | -17.6% |
| 6M | -15.0% | -16.9% | +1.9% | -12.9% |
| YTD | +35.2% | +21.2% | +14.0% | +27.1% |
| 1Y | +41.6% | +27.5% | +14.0% | +29.6% |
| All | +41.6% | +28.0% | +13.6% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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