+250.6%
SMH vs HWM
+603.8%
-353.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.6% | +3.6% |
| 7D | +0.5% | +5.0% | -4.4% | -1.8% |
| 30D | -14.2% | +1.5% | -15.7% | -15.1% |
| 3M | -11.5% | -20.3% | +8.8% | -1.1% |
| 6M | -12.0% | -18.0% | +6.0% | -3.5% |
| YTD | +40.8% | +9.5% | +31.3% | +28.8% |
| 1Y | +44.9% | +7.5% | +37.4% | +33.9% |
| 3Y | +226.7% | +355.7% | -128.9% | +17.0% |
| 5Y | +250.6% | +610.2% | -359.6% | -10.2% |
| All | +250.6% | +603.8% | -353.2% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling