+7,361.5%
SMH vs HBM
+654.4%
+6,707.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.8% | -4.6% | -0.1% |
| 7D | +5.2% | +7.4% | -2.1% | +3.5% |
| 30D | -1.5% | +5.1% | -6.6% | -2.8% |
| 3M | -4.1% | +11.1% | -15.2% | -6.7% |
| 6M | +50.8% | +30.2% | +20.5% | +41.0% |
| YTD | +59.3% | +46.2% | +13.1% | +44.2% |
| 1Y | +94.1% | +120.0% | -26.0% | +60.3% |
| 3Y | +286.7% | +527.4% | -240.7% | +149.4% |
| 5Y | +339.4% | +400.4% | -61.0% | +184.2% |
| 10Y | +1,803.3% | +621.5% | +1,181.8% | +894.8% |
| All | +7,361.5% | +654.4% | +6,707.1% | +2,863.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling