+3,054.8%
SMH vs HLT
+641.9%
+2,412.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | +1.4% | -2.6% | +4.0% | +2.8% |
| 30D | -2.2% | -2.6% | +0.4% | -1.0% |
| 3M | -1.9% | -9.4% | +7.6% | +3.0% |
| 6M | +41.0% | +2.7% | +38.3% | +37.8% |
| YTD | +55.6% | +6.8% | +48.8% | +48.6% |
| 1Y | +86.8% | +12.4% | +74.5% | +72.3% |
| 3Y | +277.7% | +100.2% | +177.5% | +156.3% |
| 5Y | +324.2% | +143.7% | +180.4% | +159.2% |
| 10Y | +1,828.6% | +584.9% | +1,243.7% | +607.6% |
| All | +3,054.8% | +641.9% | +2,412.8% | +1,031.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling