+43.4%
SMH vs HWM
+5.4%
+38.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.5% | -1.3% |
| 7D | -11.2% | +9.4% | -20.6% | -14.0% |
| 30D | -20.4% | -7.0% | -13.5% | -18.4% |
| 3M | -12.4% | -25.9% | +13.5% | -2.1% |
| 6M | -0.5% | -10.8% | +10.3% | +1.4% |
| YTD | +40.0% | +4.3% | +35.7% | +29.8% |
| 1Y | +43.4% | +4.4% | +39.0% | +34.2% |
| All | +43.4% | +5.4% | +38.0% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling