+1,270.6%
SMH vs HPQ
+127.6%
+1,142.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | -2.4% |
| 7D | +4.3% | +2.2% | +2.1% | +3.0% |
| 30D | +0.9% | +9.7% | -8.9% | -4.6% |
| 3M | -2.8% | +32.7% | -35.6% | -17.9% |
| 6M | +45.6% | +77.7% | -32.1% | +2.8% |
| YTD | +59.5% | +51.0% | +8.5% | +21.6% |
| 1Y | +93.4% | +18.4% | +75.0% | +66.0% |
| 3Y | +287.1% | +25.6% | +261.5% | +211.4% |
| 5Y | +338.0% | +38.6% | +299.4% | +228.8% |
| 10Y | +1,876.8% | +226.1% | +1,650.7% | +767.8% |
| All | +1,270.6% | +127.6% | +1,142.9% | +401.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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