+1,475.7%
SMH vs HAS
+97.5%
+1,378.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.7% |
| 7D | +4.9% | +1.4% | +3.5% | +4.4% |
| 30D | -13.8% | +26.3% | -40.1% | -21.1% |
| 3M | -17.4% | +25.6% | -43.0% | -24.4% |
| 6M | -15.0% | +30.3% | -45.2% | -23.9% |
| YTD | +35.2% | +50.4% | -15.2% | +13.8% |
| 1Y | +41.6% | +57.7% | -16.1% | +16.9% |
| 3Y | +215.6% | +213.4% | +2.2% | +95.2% |
| 5Y | +233.2% | +49.1% | +184.1% | +170.0% |
| All | +1,475.7% | +97.5% | +1,378.1% | +1,018.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling