+288.9%
SMH vs HTZ
-92.6%
+381.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.1% |
| 7D | -4.1% | -16.4% | +12.3% | -2.6% |
| 30D | -19.2% | -15.1% | -4.1% | -18.2% |
| 3M | -16.4% | -28.2% | +11.8% | -14.5% |
| 6M | -14.0% | -73.1% | +59.1% | -5.5% |
| YTD | +35.3% | -68.3% | +103.6% | +45.1% |
| 1Y | +40.4% | -75.2% | +115.7% | +53.7% |
| 3Y | +226.8% | -81.1% | +308.0% | +248.3% |
| 5Y | +232.3% | -95.0% | +327.3% | +325.8% |
| All | +288.9% | -92.6% | +381.4% | +397.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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