-20.8%
HAL vs SMTC
+334.8%
-355.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | +0.5% |
| 7D | -6.5% | -10.9% | +4.4% | -4.9% |
| 30D | -2.1% | -39.4% | +37.3% | +7.6% |
| 3M | -4.9% | -13.5% | +8.7% | -5.4% |
| 6M | -19.3% | -6.8% | -12.5% | -23.8% |
| YTD | +14.3% | +54.0% | -39.7% | -7.8% |
| 1Y | +17.3% | +50.8% | -33.5% | -5.5% |
| 3Y | -10.9% | +677.3% | -688.2% | -66.1% |
| 5Y | +47.4% | +28.7% | +18.7% | +9.7% |
| 10Y | -20.8% | +339.9% | -360.7% | -59.1% |
| All | -20.8% | +334.8% | -355.6% | -59.1% |
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