+216.3%
SMH vs HST
+72.3%
+144.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.7% | +3.6% |
| 7D | -11.2% | -2.7% | -8.5% | -9.6% |
| 30D | -25.8% | +10.7% | -36.5% | -29.7% |
| 3M | -18.8% | +6.3% | -25.1% | -21.5% |
| 6M | -15.6% | +19.0% | -34.6% | -24.0% |
| YTD | +28.8% | +47.0% | -18.2% | +2.5% |
| 1Y | +32.6% | +53.4% | -20.9% | +2.5% |
| 3Y | +213.6% | +78.0% | +135.6% | +116.0% |
| All | +216.3% | +72.3% | +144.0% | +113.1% |
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