+1,253.2%
SMH vs HD
+953.3%
+299.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.1% |
| 7D | +2.5% | -2.1% | +4.6% | +3.7% |
| 30D | -0.5% | -8.4% | +7.9% | +4.2% |
| 3M | -9.6% | +4.3% | -14.0% | -12.5% |
| 6M | +42.1% | -11.1% | +53.2% | +49.8% |
| YTD | +57.4% | -4.7% | +62.1% | +59.2% |
| 1Y | +96.2% | -19.8% | +116.0% | +116.9% |
| 3Y | +267.9% | +4.1% | +263.8% | +247.3% |
| 5Y | +327.7% | +10.3% | +317.3% | +288.7% |
| 10Y | +1,764.6% | +203.2% | +1,561.5% | +878.6% |
| All | +1,253.2% | +953.3% | +299.9% | +182.0% |
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