+324.2%
SMH vs HRB
+109.9%
+214.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.9% | -2.4% |
| 7D | +1.4% | -12.2% | +13.6% | +2.1% |
| 30D | -2.2% | -3.0% | +0.8% | -2.2% |
| 3M | -1.9% | +21.7% | -23.6% | -3.9% |
| 6M | +41.0% | +52.3% | -11.3% | +33.0% |
| YTD | +55.6% | +6.5% | +49.1% | +56.5% |
| 1Y | +86.8% | -6.7% | +93.5% | +92.4% |
| 3Y | +277.7% | +25.1% | +252.5% | +247.3% |
| 5Y | +324.2% | +113.8% | +210.4% | +246.2% |
| All | +324.2% | +109.9% | +214.3% | +246.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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