+1,253.2%
SMH vs HSY
+1,172.7%
+80.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.9% |
| 7D | +2.5% | -3.3% | +5.8% | +3.3% |
| 30D | -0.5% | -2.8% | +2.4% | +0.1% |
| 3M | -9.6% | -4.5% | -5.2% | -9.4% |
| 6M | +42.1% | -24.2% | +66.3% | +50.5% |
| YTD | +57.4% | -2.7% | +60.2% | +56.1% |
| 1Y | +96.2% | -3.7% | +100.0% | +94.4% |
| 3Y | +267.9% | -11.5% | +279.4% | +264.7% |
| 5Y | +327.7% | +10.3% | +317.3% | +291.4% |
| 10Y | +1,764.6% | +122.1% | +1,642.5% | +1,281.3% |
| All | +1,253.2% | +1,172.7% | +80.5% | +905.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling