+1,817.6%
SMH vs HSY
+128.6%
+1,689.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -2.8% | -5.2% | +2.4% | -2.0% |
| 3M | -6.7% | -3.4% | -3.3% | -6.6% |
| 6M | +41.8% | -19.2% | +61.0% | +46.9% |
| YTD | +57.9% | -2.6% | +60.5% | +56.5% |
| 1Y | +87.6% | -3.8% | +91.4% | +86.1% |
| 3Y | +282.9% | -10.6% | +293.6% | +281.6% |
| 5Y | +330.4% | +12.3% | +318.1% | +280.9% |
| All | +1,817.6% | +128.6% | +1,689.0% | +1,309.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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