+96.2%
SMH vs HPE
+122.1%
-25.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +4.2% |
| 7D | +2.5% | -0.6% | +3.1% | +2.6% |
| 30D | -0.5% | -2.3% | +1.8% | 0.0% |
| 3M | -9.6% | -2.9% | -6.8% | -9.8% |
| 6M | +42.1% | +143.6% | -101.5% | +2.1% |
| YTD | +57.4% | +118.5% | -61.1% | +18.0% |
| 1Y | +96.2% | +129.2% | -33.0% | +44.1% |
| All | +96.2% | +122.1% | -25.9% | +44.1% |
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