+1,817.6%
SMH vs HLT
+590.2%
+1,227.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.3% | -1.6% | +1.9% | +1.1% |
| 30D | -2.8% | -5.0% | +2.2% | -0.2% |
| 3M | -6.7% | -10.4% | +3.7% | -1.3% |
| 6M | +41.8% | +3.2% | +38.5% | +37.9% |
| YTD | +57.9% | +6.7% | +51.1% | +50.4% |
| 1Y | +87.6% | +10.3% | +77.4% | +74.2% |
| 3Y | +282.9% | +99.3% | +183.6% | +154.9% |
| 5Y | +330.4% | +143.7% | +186.7% | +155.8% |
| All | +1,817.6% | +590.2% | +1,227.4% | +612.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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