+339.4%
SMH vs HST
+72.4%
+267.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | +5.2% | +2.0% | +3.2% | +4.1% |
| 30D | -1.5% | -5.2% | +3.7% | +1.4% |
| 3M | -4.1% | -6.2% | +2.2% | -1.2% |
| 6M | +50.8% | +20.4% | +30.3% | +34.4% |
| YTD | +59.3% | +30.6% | +28.7% | +35.3% |
| 1Y | +94.1% | +37.4% | +56.7% | +59.0% |
| 3Y | +286.7% | +66.1% | +220.6% | +176.3% |
| 5Y | +339.4% | +73.7% | +265.7% | +208.0% |
| All | +339.4% | +72.4% | +267.0% | +208.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling