+1,097.4%
SMH vs HD
+1,042.5%
+54.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.6% |
| 7D | +12.1% | -0.5% | +12.5% | +12.4% |
| 30D | -14.7% | +18.5% | -33.2% | -22.9% |
| 3M | -14.2% | +2.2% | -16.4% | -16.2% |
| 6M | -10.6% | +13.8% | -24.5% | -18.5% |
| YTD | +39.3% | +3.4% | +35.9% | +33.3% |
| 1Y | +41.6% | -3.5% | +45.1% | +40.2% |
| 3Y | +223.4% | +29.0% | +194.4% | +168.1% |
| 5Y | +243.5% | +6.1% | +237.4% | +215.7% |
| 10Y | +1,506.6% | +242.3% | +1,264.4% | +682.4% |
| All | +1,097.4% | +1,042.5% | +54.9% | +136.1% |
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