+7.4%
HAL vs SMTC
+504.7%
-497.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -1.3% | +22.5% | -23.8% | -6.1% |
| 30D | +10.9% | +24.9% | -14.0% | +4.1% |
| 3M | -5.8% | +4.1% | -9.9% | -9.6% |
| 6M | +8.1% | +92.6% | -84.4% | -13.6% |
| YTD | +33.2% | +122.5% | -89.3% | +1.4% |
| 1Y | +74.2% | +166.2% | -92.1% | +24.2% |
| 3Y | -3.7% | +577.2% | -580.8% | -59.1% |
| 5Y | +111.9% | +119.0% | -7.1% | +35.6% |
| 10Y | +7.4% | +527.9% | -520.5% | -55.4% |
| All | +7.4% | +504.7% | -497.3% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling