+327.2%
SMH vs HPE
+394.3%
-67.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.4% | -11.0% | -4.6% |
| 7D | +0.3% | +19.4% | -19.1% | -8.8% |
| 30D | -2.8% | +5.6% | -8.4% | -6.3% |
| 3M | -6.7% | +33.1% | -39.8% | -20.6% |
| 6M | +41.8% | +192.5% | -150.7% | -22.6% |
| YTD | +57.9% | +160.9% | -103.1% | -9.1% |
| 1Y | +87.6% | +155.0% | -67.3% | +8.6% |
| 3Y | +282.9% | +289.4% | -6.5% | +62.7% |
| All | +327.2% | +394.3% | -67.1% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling