+286.7%
SMH vs HWM
+385.3%
-98.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -10.7% | +11.9% | +6.1% |
| 7D | +5.2% | -9.2% | +14.4% | +9.4% |
| 30D | -1.5% | -17.9% | +16.3% | +7.0% |
| 3M | -4.1% | -6.0% | +2.0% | -2.5% |
| 6M | +50.8% | -7.4% | +58.1% | +53.3% |
| YTD | +59.3% | +13.1% | +46.2% | +46.2% |
| 1Y | +94.1% | +29.3% | +64.8% | +66.3% |
| 3Y | +286.7% | +389.9% | -103.2% | +93.2% |
| All | +286.7% | +385.3% | -98.6% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling