+2,288.9%
SMH vs HPE
+595.7%
+1,693.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.7% | -6.6% | -2.4% |
| 7D | +5.2% | +10.1% | -4.9% | +0.3% |
| 30D | -1.5% | +5.3% | -6.8% | -4.5% |
| 3M | -4.1% | +12.7% | -16.8% | -10.2% |
| 6M | +50.8% | +167.7% | -116.9% | -8.2% |
| YTD | +59.3% | +135.5% | -76.1% | +2.4% |
| 1Y | +94.1% | +143.4% | -49.3% | +22.0% |
| 3Y | +286.7% | +249.2% | +37.6% | +96.7% |
| 5Y | +339.4% | +343.8% | -4.4% | +98.9% |
| 10Y | +1,803.3% | +495.9% | +1,307.4% | +631.6% |
| All | +2,288.9% | +595.7% | +1,693.2% | +733.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling