+1,475.7%
SMH vs HDB
+63.5%
+1,412.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.2% |
| 7D | +4.9% | +2.7% | +2.2% | +3.9% |
| 30D | -13.8% | +14.1% | -28.0% | -18.2% |
| 3M | -17.4% | +11.8% | -29.2% | -21.3% |
| 6M | -15.0% | +8.2% | -23.1% | -18.5% |
| YTD | +35.2% | -29.3% | +64.5% | +51.8% |
| 1Y | +41.6% | -28.8% | +70.4% | +58.3% |
| 3Y | +215.6% | -7.5% | +223.1% | +209.5% |
| 5Y | +233.2% | -23.1% | +256.3% | +246.6% |
| All | +1,475.7% | +63.5% | +1,412.2% | +1,165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling