+1,269.2%
SMH vs HRB
+1,230.3%
+38.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.5% | +7.6% | +3.0% |
| 7D | +5.2% | -9.1% | +14.3% | +7.8% |
| 30D | -1.5% | +0.3% | -1.8% | -2.3% |
| 3M | -4.1% | +23.4% | -27.5% | -11.3% |
| 6M | +50.8% | +45.1% | +5.6% | +30.3% |
| YTD | +59.3% | +8.9% | +50.4% | +49.1% |
| 1Y | +94.1% | -7.9% | +102.0% | +90.1% |
| 3Y | +286.7% | +27.9% | +258.8% | +232.1% |
| 5Y | +339.4% | +108.3% | +231.1% | +214.5% |
| 10Y | +1,803.3% | +208.4% | +1,594.8% | +978.2% |
| All | +1,269.2% | +1,230.3% | +38.9% | +243.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling