+1,817.6%
SMH vs HST
+110.3%
+1,707.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +0.3% | +0.9% | -0.6% | -0.1% |
| 30D | -2.8% | -2.5% | -0.3% | -1.8% |
| 3M | -6.7% | -5.1% | -1.6% | -5.1% |
| 6M | +41.8% | +21.6% | +20.1% | +30.0% |
| YTD | +57.9% | +31.6% | +26.2% | +39.9% |
| 1Y | +87.6% | +36.1% | +51.5% | +63.3% |
| 3Y | +282.9% | +66.5% | +216.5% | +204.2% |
| 5Y | +330.4% | +76.6% | +253.8% | +233.7% |
| All | +1,817.6% | +110.3% | +1,707.3% | +1,284.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling