+286.8%
SMH vs HAL
-4.5%
+291.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +4.3% | -1.3% | +5.7% | +4.7% |
| 30D | +0.9% | +10.9% | -10.0% | -2.1% |
| 3M | -2.8% | -5.8% | +3.0% | -1.5% |
| 6M | +45.6% | +8.1% | +37.5% | +40.8% |
| YTD | +59.5% | +33.2% | +26.3% | +43.5% |
| 1Y | +93.4% | +74.2% | +19.3% | +57.5% |
| All | +286.8% | -4.5% | +291.3% | +236.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling