+338.0%
SMH vs HD
+6.0%
+332.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.7% |
| 7D | +4.3% | -1.8% | +6.1% | +5.4% |
| 30D | +0.9% | -10.8% | +11.7% | +7.3% |
| 3M | -2.8% | -2.7% | -0.2% | -2.4% |
| 6M | +45.6% | -10.3% | +55.9% | +52.9% |
| YTD | +59.5% | -7.8% | +67.3% | +63.9% |
| 1Y | +93.4% | -23.1% | +116.6% | +122.0% |
| 3Y | +287.1% | +2.0% | +285.1% | +256.2% |
| 5Y | +338.0% | +6.2% | +331.8% | +278.4% |
| All | +338.0% | +6.0% | +332.0% | +278.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling