+45.6%
SMH vs HPE
+188.0%
-142.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -1.7% |
| 7D | +4.3% | +13.6% | -9.3% | -0.7% |
| 30D | +0.9% | +7.7% | -6.9% | -2.2% |
| 3M | -2.8% | +22.4% | -25.2% | -10.9% |
| 6M | +45.6% | +172.6% | -127.0% | +2.9% |
| All | +45.6% | +188.0% | -142.4% | +2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling