+1,523.4%
SMH vs HD
+247.4%
+1,276.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +0.5% | -1.2% | +1.7% | +1.4% |
| 30D | -14.2% | +20.9% | -35.1% | -24.5% |
| 3M | -11.5% | -0.2% | -11.4% | -12.5% |
| 6M | -12.0% | +14.5% | -26.5% | -21.2% |
| YTD | +40.8% | +4.3% | +36.5% | +33.0% |
| 1Y | +44.9% | -3.5% | +48.3% | +43.5% |
| 3Y | +226.7% | +30.1% | +196.6% | +155.0% |
| 5Y | +250.6% | +8.5% | +242.1% | +206.7% |
| 10Y | +1,523.4% | +245.3% | +1,278.1% | +648.2% |
| All | +1,523.4% | +247.4% | +1,276.0% | +648.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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