+277.4%
SMH vs HBM
+460.9%
-183.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.5% | +5.1% | +0.1% |
| 7D | +1.4% | -3.7% | +5.1% | +2.6% |
| 30D | -2.2% | -3.7% | +1.5% | -1.4% |
| 3M | -1.9% | +8.0% | -9.9% | -5.3% |
| 6M | +41.0% | +15.8% | +25.2% | +32.1% |
| YTD | +55.6% | +34.4% | +21.2% | +37.1% |
| 1Y | +86.8% | +98.2% | -11.3% | +44.3% |
| All | +277.4% | +460.9% | -183.5% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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