+1,253.2%
SMH vs HAL
+130.1%
+1,123.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | +2.5% | +2.9% | -0.4% | +1.7% |
| 30D | -0.5% | +17.0% | -17.5% | -4.9% |
| 3M | -9.6% | -9.7% | 0.0% | -7.5% |
| 6M | +42.1% | +8.6% | +33.4% | +37.7% |
| YTD | +57.4% | +33.0% | +24.5% | +43.9% |
| 1Y | +96.2% | +68.3% | +27.9% | +67.1% |
| 3Y | +267.9% | +0.1% | +267.8% | +253.7% |
| 5Y | +327.7% | +102.6% | +225.0% | +223.2% |
| 10Y | +1,764.6% | +3.8% | +1,760.8% | +1,354.7% |
| All | +1,253.2% | +130.1% | +1,123.1% | +529.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling