+327.2%
SMH vs HL
+235.2%
+92.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | +0.3% | -4.4% | +4.6% | +1.2% |
| 30D | -2.8% | +9.3% | -12.1% | -4.9% |
| 3M | -6.7% | +32.0% | -38.7% | -12.4% |
| 6M | +41.8% | -6.4% | +48.2% | +41.4% |
| YTD | +57.9% | +3.1% | +54.7% | +52.4% |
| 1Y | +87.6% | +77.6% | +10.1% | +61.5% |
| 3Y | +282.9% | +392.8% | -109.9% | +157.6% |
| All | +327.2% | +235.2% | +92.0% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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