+286.7%
SMH vs HD
+3.5%
+283.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +2.1% |
| 7D | +5.2% | -1.2% | +6.4% | +5.7% |
| 30D | -1.5% | -11.1% | +9.6% | +3.1% |
| 3M | -4.1% | +2.0% | -6.1% | -5.9% |
| 6M | +50.8% | -10.5% | +61.2% | +56.6% |
| YTD | +59.3% | -6.9% | +66.2% | +61.7% |
| 1Y | +94.1% | -23.2% | +117.3% | +117.7% |
| 3Y | +286.7% | +3.1% | +283.6% | +275.9% |
| All | +286.7% | +3.5% | +283.3% | +275.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling