+43.4%
SMH vs HPE
+113.0%
-69.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.7% | +2.9% | -0.7% |
| 7D | -11.2% | -17.0% | +5.8% | -5.0% |
| 30D | -20.4% | -26.7% | +6.3% | -11.5% |
| 3M | -12.4% | -4.1% | -8.3% | -12.2% |
| 6M | -0.5% | +75.4% | -75.9% | -19.6% |
| YTD | +40.0% | +111.0% | -71.0% | +6.8% |
| 1Y | +43.4% | +116.4% | -73.0% | +8.2% |
| All | +43.4% | +113.0% | -69.7% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 1y: compounded portfolio wealth divided by compounded HPE 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…
1y analysis · Full analysis span regression · 6 months rolling