+1,740.4%
SMH vs HWM
+1,494.1%
+246.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | +2.5% | -2.1% | +4.6% | +3.1% |
| 30D | -0.5% | -11.0% | +10.5% | +3.6% |
| 3M | -9.6% | +4.0% | -13.7% | -11.4% |
| 6M | +42.1% | -0.2% | +42.3% | +41.2% |
| YTD | +57.4% | +26.7% | +30.8% | +42.7% |
| 1Y | +96.2% | +44.7% | +51.5% | +69.0% |
| 3Y | +267.9% | +426.1% | -158.2% | +96.8% |
| 5Y | +327.7% | +738.5% | -410.8% | +96.0% |
| All | +1,740.4% | +1,494.1% | +246.3% | +563.0% |
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