+1,479.9%
SMH vs HWM
+1,258.6%
+221.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.6% |
| 7D | +4.9% | +7.3% | -2.4% | +2.2% |
| 30D | -13.8% | +1.6% | -15.4% | -14.4% |
| 3M | -17.4% | -21.9% | +4.5% | -10.1% |
| 6M | -15.0% | -19.0% | +4.1% | -8.9% |
| YTD | +35.2% | +7.9% | +27.2% | +29.4% |
| 1Y | +41.6% | +9.9% | +31.7% | +34.5% |
| 3Y | +215.6% | +342.1% | -126.5% | +79.4% |
| 5Y | +233.2% | +600.8% | -367.6% | +62.5% |
| 10Y | +1,458.7% | +1,493.8% | -35.1% | +493.1% |
| All | +1,479.9% | +1,258.6% | +221.2% | +501.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling