+338.0%
SMH vs HDB
-38.7%
+376.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.8% |
| 7D | +4.3% | -4.9% | +9.2% | +6.2% |
| 30D | +0.9% | -5.8% | +6.7% | +2.9% |
| 3M | -2.8% | -5.2% | +2.4% | -1.9% |
| 6M | +45.6% | -25.7% | +71.3% | +61.5% |
| YTD | +59.5% | -39.6% | +99.0% | +91.6% |
| 1Y | +93.4% | -36.9% | +130.4% | +127.5% |
| 3Y | +287.1% | -29.7% | +316.8% | +322.9% |
| 5Y | +338.0% | -37.8% | +375.8% | +389.8% |
| All | +338.0% | -38.7% | +376.8% | +389.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling