+1,109.9%
SMH vs HST
+565.1%
+544.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.0% |
| 7D | +0.5% | -1.3% | +1.8% | +1.2% |
| 30D | -14.2% | +13.4% | -27.6% | -17.9% |
| 3M | -11.5% | +16.7% | -28.2% | -16.3% |
| 6M | -12.0% | +24.0% | -36.0% | -18.8% |
| YTD | +40.8% | +54.0% | -13.2% | +20.2% |
| 1Y | +44.9% | +55.0% | -10.2% | +23.1% |
| 3Y | +226.7% | +89.3% | +137.4% | +157.3% |
| 5Y | +250.6% | +85.4% | +165.2% | +175.7% |
| 10Y | +1,523.4% | +137.1% | +1,386.2% | +986.7% |
| All | +1,109.9% | +565.1% | +544.8% | +329.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling