+1,764.0%
SMH vs HWM
+1,330.2%
+433.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +4.3% | -8.0% | +12.4% | +7.2% |
| 30D | +0.9% | -18.0% | +18.9% | +7.9% |
| 3M | -2.8% | -9.5% | +6.7% | +0.2% |
| 6M | +45.6% | -8.4% | +54.0% | +48.8% |
| YTD | +59.5% | +13.6% | +45.8% | +50.0% |
| 1Y | +93.4% | +30.2% | +63.2% | +72.7% |
| 3Y | +287.1% | +392.2% | -105.1% | +111.7% |
| 5Y | +338.0% | +645.2% | -307.1% | +108.9% |
| All | +1,764.0% | +1,330.2% | +433.8% | +596.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling