+1,270.6%
SMH vs HL
+1,900.0%
-629.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | +4.3% | +0.4% | +3.9% | +4.3% |
| 30D | +0.9% | +18.8% | -18.0% | -0.9% |
| 3M | -2.8% | +43.7% | -46.6% | -6.3% |
| 6M | +45.6% | -1.0% | +46.7% | +45.1% |
| YTD | +59.5% | +8.7% | +50.7% | +56.6% |
| 1Y | +93.4% | +105.0% | -11.6% | +78.7% |
| 3Y | +287.1% | +427.3% | -140.2% | +223.4% |
| 5Y | +338.0% | +249.3% | +88.8% | +271.9% |
| 10Y | +1,876.8% | +284.2% | +1,592.6% | +1,459.9% |
| All | +1,270.6% | +1,900.0% | -629.5% | +939.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling