+243.5%
SMH vs PH
+209.1%
+34.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | +0.1% |
| 7D | +12.1% | +7.4% | +4.7% | +6.4% |
| 30D | -14.7% | +0.5% | -15.2% | -14.9% |
| 3M | -14.2% | -10.2% | -4.0% | -7.2% |
| 6M | -10.6% | +8.9% | -19.5% | -16.4% |
| YTD | +39.3% | +9.7% | +29.7% | +28.8% |
| 1Y | +41.6% | +12.8% | +28.7% | +28.1% |
| 3Y | +223.4% | +134.6% | +88.8% | +64.8% |
| 5Y | +243.5% | +204.5% | +38.9% | +31.0% |
| All | +243.5% | +209.1% | +34.4% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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