+2,894.3%
SMH vs HDB
+3,812.1%
-917.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +2.5% | +0.4% | +2.1% | +2.3% |
| 30D | -0.5% | -2.8% | +2.3% | +0.3% |
| 3M | -9.6% | -3.5% | -6.1% | -9.1% |
| 6M | +42.1% | -24.7% | +66.8% | +54.6% |
| YTD | +57.4% | -36.6% | +94.0% | +80.7% |
| 1Y | +96.2% | -34.4% | +130.6% | +122.2% |
| 3Y | +267.9% | -24.4% | +292.3% | +290.5% |
| 5Y | +327.7% | -35.4% | +363.0% | +374.3% |
| 10Y | +1,764.6% | +39.5% | +1,725.1% | +1,454.3% |
| All | +2,894.3% | +3,812.1% | -917.8% | +795.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling