+1,109.9%
SMH vs HD
+1,052.5%
+57.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +0.5% | -1.2% | +1.7% | +1.3% |
| 30D | -14.2% | +20.9% | -35.1% | -23.3% |
| 3M | -11.5% | -0.2% | -11.4% | -12.5% |
| 6M | -12.0% | +14.5% | -26.5% | -20.0% |
| YTD | +40.8% | +4.3% | +36.5% | +34.0% |
| 1Y | +44.9% | -3.5% | +48.3% | +43.4% |
| 3Y | +226.7% | +30.1% | +196.6% | +169.6% |
| 5Y | +250.6% | +8.5% | +242.1% | +218.4% |
| 10Y | +1,523.4% | +245.3% | +1,278.1% | +686.8% |
| All | +1,109.9% | +1,052.5% | +57.4% | +137.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling